Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.2354	14.11
$β$	0.3931	16.72
$γ$	-0.0632	-2.80
$λ_{1}$	0.0418	0.76
$λ_{2}$	0.0320	1.52
$λ_{3}$	0.9596	33.01

V-Lab

Japan Process Development Co MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:31.31% (+6.28%)

Date Range:

Parameter Estimates

News Impact Curve

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