Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.2038	11.46
$α$	0.0840	39.68
$β$	0.9820	545.56
$ν$	7.6605	6.76

V-Lab

Nikkei 225 GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, February 5th, 2026:22.77% (-0.84%)

Date Range:

Parameter Estimates

Other Nikkei 225 Analyses