Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.6997	19.46
$α$	0.1571	26.81
$β$	0.7543	93.10

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Nikkei Stock Average Volatility Index GARCH Volatility Analysis

Volatility Prediction for Monday, December 22nd, 2025:168.54% (+4.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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