Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2022	9.55***
α ARCH Response to squared shocks	0.1123	9.85***
β GARCH Volatility persistence	0.8609	71.26***

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Nikkei 225 Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

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