Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0167	11.88
$α$	0.0280	13.24
$β$	0.9587	583.16
$γ$	-0.0851	-6.97
$δ$	2.5535	39.34

V-Lab

Dmw Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:26.01% (-0.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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