Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0674	27.26
$α$	0.0340	10.36
$β$	0.8643	340.54
$γ$	0.1406	17.96

V-Lab

Nikkei 225 GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 19th, 2026:18.85% (-0.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikkei 225 Analyses