Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1946	18.52
$α$	0.1268	27.09
$β$	0.8342	152.11

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Nippon Kayaku Co Ltd GARCH Volatility Analysis

Volatility Prediction for Thursday, February 26th, 2026:23.75% (-1.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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