Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.0112	4.03
$β$	0.7918	133.89
$γ$	0.1854	32.66
$λ_{1}$	0.0294	5.02
$λ_{2}$	0.0572	5.40
$λ_{3}$	0.9281	72.23

V-Lab

Nikkei 225 MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:17.70% (-0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikkei 225 Analyses