Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	41
$α$	1.0000	9,999,900.00
$β$	0.0024	24,320.00
$γ$	-0.0048	-48,440.00
$λ_{1}$	1.7246	76.23
$λ_{2}$	0.1190	29.30
$λ_{3}$	0.0000	0.00

V-Lab

Nikkei 500 MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:2.29% (-2.06%)

Date Range:

Parameter Estimates

News Impact Curve

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