Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6787	26.87
$α$	0.3401	29.40
$β$	0.5986	85.43
$γ$	-0.0119	-0.61

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Escrit Inc Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:46.92% (+6.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Escrit Inc Analyses