Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.2113	17.51
$α$	0.2267	27.31
$β$	0.7692	149.68
$γ$	0.0082	0.67

V-Lab

Oricon Inc Asy. MEM Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:23.65% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Oricon Inc Analyses