Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0273	11.10
$α$	0.1901	37.95
$β$	0.9607	664.42
$γ$	-0.1044	-21.70

V-Lab

Nikkei 225 EGARCH Volatility Analysis

Volatility Prediction for Monday, December 22nd, 2025:21.78% (-1.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikkei 225 Analyses