Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6477	12.44
$α$	0.0885	39.26
$β$	0.9791	573.92
$ν$	6.8044	8.02

V-Lab

Nikkei 500 GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, March 2nd, 2026:18.40% (-0.64%)

Date Range:

Parameter Estimates

Other Nikkei 500 Analyses