Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.0218	21.48
$α$	0.1835	19.49
$β$	0.7966	121.95
$γ$	-0.1168	-7.74

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Nikkei Stock Average Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, March 9th, 2026:323.99% (-34.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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