Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.0986	4.91
$α$	0.1861	7.26
$β$	0.6282	16.78
$γ_{1}$	0.1016	2.88
$γ_{2}$	-0.1185	-2.50
$γ_{3}$	0.0289	1.13
$γ_{4}$	-0.0025	-0.10
$γ_{5}$	-0.0338	-1.34
$γ_{6}$	0.0399	1.33
$γ_{7}$	-0.0182	-0.56
$γ_{8}$	-0.0011	-0.05

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Nikkei Stock Average Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, March 6th, 2026:349.79% (-36.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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