Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6523	12.42
$α$	0.0887	39.26
$β$	0.9791	573.60
$ν$	6.8067	8.03

V-Lab

Nikkei 500 GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:20.12% (-1.45%)

Date Range:

Parameter Estimates

Other Nikkei 500 Analyses