Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.3123	11.63
$α$	0.2499	42.61
$β$	0.7326	113.77
$γ$	-0.0716	-7.34
$δ$	1.5940	25.39

V-Lab

Ig Port Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:41.40% (-1.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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