Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.2052	11.48
$α$	0.0842	39.74
$β$	0.9820	545.54
$ν$	7.6661	6.77

V-Lab

Nikkei 225 GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 29th, 2025:18.31% (-0.49%)

Date Range:

Parameter Estimates

Other Nikkei 225 Analyses