Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.7981	1.98
$α$	0.0000	0.00
$β$	0.8791	0.75
$γ_{1}$	-19.6558	-1.60
$γ_{2}$	29.7305	1.91
$γ_{3}$	-16.2890	-1.60
$γ_{4}$	14.5758	0.88
$γ_{5}$	-39.8480	-1.70
$γ_{6}$	88.9294	4.53
$γ_{7}$	-103.7542	-3.95
$γ_{8}$	82.7079	1.45

V-Lab

Mitsubishi Ufj Financial Grp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 17th, 2025:75.65% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mitsubishi Ufj Financial Grp Analyses