Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	116
$α$	0.7500	7,499,900.00
$β$	0.0000	100.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	3.7433	30.61
$λ_{2}$	0.0086	25.40
$λ_{3}$	0.0000	0.00

V-Lab

Nanso Transport Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:0.25% (-3.06%)

Date Range:

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News Impact Curve

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