Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1360	13.24
$α$	0.0993	28.31
$β$	0.8893	261.71
$γ$	-0.3810	-4.41

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Cts Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:29.06% (-0.98%)

Date Range:

Parameter Estimates

News Impact Curve

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