Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.1184	4.92
$α$	0.1853	7.07
$β$	0.6302	16.25
$γ_{1}$	0.1033	2.91
$γ_{2}$	-0.1209	-2.53
$γ_{3}$	0.0301	1.16
$γ_{4}$	-0.0027	-0.11
$γ_{5}$	-0.0348	-1.36
$γ_{6}$	0.0423	1.36
$γ_{7}$	-0.0233	-0.70
$γ_{8}$	0.0050	0.21

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

Volatility Prediction for Monday, December 29th, 2025:108.47% (-13.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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