Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0673	27.24
$α$	0.0341	10.30
$β$	0.8640	339.76
$γ$	0.1409	17.95

V-Lab

Nikkei 225 GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 30th, 2025:16.40% (-0.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikkei 225 Analyses