Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5681	10.82
$α$	0.1037	19.02
$β$	0.8580	158.89
$γ$	-0.5045	-9.46
$δ$	1.2530	31.69

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Nikkei Stock Average Volatility Index APARCH Volatility Analysis

Volatility Prediction for Friday, March 6th, 2026:281.25% (-16.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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