Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1378	10.62
$α$	0.1121	9.72
$β$	0.8605	70.39
$γ_{1}$	0.0002	1.43

V-Lab

Nikkei 225 Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Nikkei 225 Analyses