Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5744	22.80
$α$	0.3349	21.02
$β$	0.6720	100.09
$γ$	-0.0660	-2.98

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Mrt Inc Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:38.36% (+2.95%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mrt Inc Analyses