Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	5.0000	15.57
$α$	0.4583	13.78
$β$	0.3930	22.67
$γ$	-0.0734	-1.29

V-Lab

Cacco Inc Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:47.33% (-1.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cacco Inc Analyses