Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.2278	29.48
$β$	0.6627	51.62
$γ$	-0.1760	-12.76
$λ_{1}$	0.2388	2.03
$λ_{2}$	0.0114	2.82
$λ_{3}$	0.9817	142.28

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Nikkei Stock Average Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, March 6th, 2026:370.14% (-62.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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