Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.2211	15.01
$α$	0.1028	27.20
$β$	0.8640	259.07
$γ$	-0.0182	-1.67
$δ$	2.5332	43.68

V-Lab

Torq Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:35.52% (-1.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Torq Inc Analyses