Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.1208	4.92
$α$	0.1855	7.08
$β$	0.6300	16.24
$γ_{1}$	0.1036	2.91
$γ_{2}$	-0.1211	-2.53
$γ_{3}$	0.0299	1.15
$γ_{4}$	-0.0024	-0.09
$γ_{5}$	-0.0352	-1.37
$γ_{6}$	0.0425	1.36
$γ_{7}$	-0.0232	-0.69
$γ_{8}$	0.0048	0.21

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

Volatility Prediction for Monday, December 22nd, 2025:162.77% (+4.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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