Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.1839	21.49
$α$	0.1823	19.06
$β$	0.7895	113.87
$γ$	-0.1129	-7.28

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Nikkei Stock Average Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, January 9th, 2026:117.69% (-10.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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