Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.0203	7.59
$β$	0.7893	139.57
$γ$	0.1658	31.73
$λ_{1}$	0.0065	5.55
$λ_{2}$	0.0408	6.88
$λ_{3}$	0.9537	144.75

V-Lab

MSCI Asia Pacific MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:11.32% (-0.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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