Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1425	11.02
$α$	0.1149	9.71
$β$	0.8549	68.31
$γ_{1}$	0.0002	1.69

V-Lab

Nikkei 225 Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:15.73% (-0.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikkei 225 Analyses