Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4829	13.86
$α$	0.2563	28.40
$β$	0.6734	101.63

V-Lab

Japan System Techniques Co MEM Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:47.54% (-6.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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