Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1369	11.00
$α$	0.1138	9.69
$β$	0.8564	68.92
$γ_{1}$	0.0002	1.59

V-Lab

Nikkei 225 Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:21.74% (-0.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikkei 225 Analyses