Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.1864	21.41
$α$	0.1821	19.02
$β$	0.7893	113.62
$γ$	-0.1123	-7.21

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Nikkei Stock Average Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:155.42% (-11.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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