Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.0110	4.01
$β$	0.7920	134.61
$γ$	0.1856	32.79
$λ_{1}$	0.0282	5.00
$λ_{2}$	0.0559	5.47
$λ_{3}$	0.9301	75.24

V-Lab

Nikkei 225 MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, January 26th, 2026:19.26% (-0.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikkei 225 Analyses