Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1394	11.03
$α$	0.1143	9.69
$β$	0.8556	68.50
$γ_{1}$	0.0002	1.64

V-Lab

Nikkei 225 Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 4th, 2026:26.81% (+8.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikkei 225 Analyses