Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0676	27.35
$α$	0.0344	10.60
$β$	0.8640	341.38
$γ$	0.1406	18.00

V-Lab

Nikkei 225 GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:21.22% (+0.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikkei 225 Analyses