Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$m$	21
$α$	0.0524	16.77
$β$	0.7034	69.36
$γ$	0.1938	21.95
$λ_{1}$	0.0197	4.98
$λ_{2}$	0.0347	6.52
$λ_{3}$	0.9583	151.46

V-Lab

East Japan Railway Co MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:30.25% (-3.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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