Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1397	11.00
$α$	0.1143	9.68
$β$	0.8558	68.57
$γ_{1}$	0.0002	1.63

V-Lab

Nikkei 225 Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 13th, 2026:22.30% (+0.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikkei 225 Analyses