Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1657	10.32
$α$	0.1784	36.43
$β$	0.7898	162.70

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Tsumura & Co MEM Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:31.19% (-1.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tsumura & Co Analyses