Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4422	23.51
$α$	0.3355	22.56
$β$	0.7243	124.98
$γ$	-0.1265	-6.24

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System D Inc Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:33.32% (-3.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other System D Inc Analyses