Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.2129	11.41
$α$	0.0840	39.71
$β$	0.9821	546.83
$ν$	7.6613	6.77

V-Lab

Nikkei 225 GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, January 19th, 2026:23.46% (-1.43%)

Date Range:

Parameter Estimates

Other Nikkei 225 Analyses