Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.2263	28.93
$β$	0.6698	52.11
$γ$	-0.1738	-12.70
$λ_{1}$	0.2354	2.07
$λ_{2}$	0.0102	2.78
$λ_{3}$	0.9830	151.55

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Nikkei Stock Average Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, January 9th, 2026:123.39% (-11.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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