Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0675	27.25
$α$	0.0337	10.33
$β$	0.8644	341.27
$γ$	0.1409	18.09

V-Lab

Nikkei 225 GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:19.60% (-0.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikkei 225 Analyses