Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1837	14.67
$α$	0.1625	19.95
$β$	0.9505	321.23
$γ$	0.1002	12.76

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Nikkei Stock Average Volatility Index EGARCH Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:143.00% (-6.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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