Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0278	11.36
$α$	0.1910	38.44
$β$	0.9606	666.59
$γ$	-0.1051	-22.12

V-Lab

Nikkei 225 EGARCH Volatility Analysis

Volatility Prediction for Monday, March 23rd, 2026:35.05% (+6.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikkei 225 Analyses