Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.4498	4.94
$α$	0.1776	7.06
$β$	0.6195	15.13
$γ_{1}$	0.1841	3.33
$γ_{2}$	-0.2080	-2.72
$γ_{3}$	0.0274	0.57
$γ_{4}$	0.0088	0.22
$γ_{5}$	0.0017	0.04
$γ_{6}$	-0.0508	-1.08
$γ_{7}$	0.0534	0.83
$γ_{8}$	-0.0017	-0.03
$γ_{9}$	-0.0693	-1.35
$γ_{10}$	0.2339	4.19

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Nikkei Stock Average Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:172.03% (-3.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikkei Stock Average Volatility Index Analyses