Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.0104	3.81
$β$	0.7904	133.85
$γ$	0.1871	33.07
$λ_{1}$	0.0287	4.93
$λ_{2}$	0.0578	5.45
$λ_{3}$	0.9280	72.48

V-Lab

Nikkei 225 MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:39.31% (-2.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikkei 225 Analyses