Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.3317	29.20
$α$	0.3444	33.58
$β$	0.6001	97.36
$γ$	-0.0134	-0.80

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Core Corp Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:28.18% (+6.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Core Corp Analyses