Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.0107	3.93
$β$	0.7917	134.45
$γ$	0.1861	32.90
$λ_{1}$	0.0283	4.97
$λ_{2}$	0.0565	5.47
$λ_{3}$	0.9295	74.44

V-Lab

Nikkei 225 MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:21.68% (+1.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikkei 225 Analyses