Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.2186	11.30
$α$	0.0836	39.70
$β$	0.9822	545.68
$ν$	7.6275	6.78

V-Lab

Nikkei 225 GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:25.67% (-0.40%)

Date Range:

Parameter Estimates

Other Nikkei 225 Analyses