Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.1436	23.16
$α$	0.1850	40.19
$β$	0.7951	237.90
$γ$	0.0040	0.48

V-Lab

Valqua Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:33.61% (+1.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Valqua Ltd Analyses