Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	106
$α$	0.1223	10.79
$β$	0.7622	45.14
$γ$	0.1168	4.81
$λ_{1}$	9.1548	0.02
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

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Commerce One Holdings Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:28.25% (+3.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Commerce One Holdings Inc Analyses