Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	3.6362	9.86
$α$	0.3473	8.47
$β$	0.5420	17.62
$γ$	-0.1466	-2.83

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MERCURY Inc/Japan GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:49.84% (-1.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MERCURY Inc/Japan Analyses