Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0680	27.47
$α$	0.0346	10.71
$β$	0.8634	341.11
$γ$	0.1416	18.23

V-Lab

Nikkei 225 GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:37.57% (-1.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikkei 225 Analyses