Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.0108	3.96
$β$	0.7912	133.76
$γ$	0.1861	32.86
$λ_{1}$	0.0285	4.96
$λ_{2}$	0.0572	5.45
$λ_{3}$	0.9288	73.50

V-Lab

Nikkei 225 MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:22.27% (+1.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikkei 225 Analyses