Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.2110	11.43
$α$	0.0840	39.73
$β$	0.9821	547.13
$ν$	7.6648	6.76

V-Lab

Nikkei 225 GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:24.89% (-1.47%)

Date Range:

Parameter Estimates

Other Nikkei 225 Analyses