Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.0103	3.76
$β$	0.7900	134.21
$γ$	0.1877	33.23
$λ_{1}$	0.0289	4.92
$λ_{2}$	0.0584	5.46
$λ_{3}$	0.9275	71.88

V-Lab

Nikkei 225 MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 17th, 2026:34.10% (-2.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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