Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0516	30.16
$α$	0.0442	13.55
$β$	0.8557	354.93
$γ$	0.1369	17.18

V-Lab

Nikkei 500 GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 25th, 2026:15.54% (-0.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikkei 500 Analyses