Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4162	17.03
$α$	0.2014	22.15
$β$	0.7216	89.47
$γ$	0.0470	2.61

V-Lab

J.S.B. Co Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:26.52% (-1.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other J.S.B. Co Analyses