Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	5.7007	5.23
$α$	0.0657	36.53
$β$	0.9908	542.32
$ν$	6.2275	7.27

V-Lab

Nippon Yusen KK GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:21.19% (-0.74%)

Date Range:

Parameter Estimates

Other Nippon Yusen KK Analyses