Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	46
$α$	0.7500	7,499,900.00
$β$	0.0000	100.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	1.1751	11,751,460.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.0000	100.00

V-Lab

Tokai Lease Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:0.72% (-51.11%)

Date Range:

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