Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.2256	28.80
$β$	0.6703	52.01
$γ$	-0.1728	-12.60
$λ_{1}$	0.2338	2.07
$λ_{2}$	0.0101	2.78
$λ_{3}$	0.9830	152.36

V-Lab

Nikkei Stock Average Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:154.16% (-16.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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