Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1090	5.25
$α$	0.0702	6.13
$β$	0.8668	39.28
$γ_{1}$	0.3304	1.98
$γ_{2}$	-0.6425	-2.69
$γ_{3}$	0.5747	3.36
$γ_{4}$	-0.4157	-2.15
$γ_{5}$	0.2148	1.05
$γ_{6}$	-0.1538	-0.86
$γ_{7}$	0.2031	1.23
$γ_{8}$	-0.3317	-2.16
$γ_{9}$	0.6401	4.52
$γ_{10}$	-0.6552	-5.64

V-Lab

Sumco Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:58.92% (-1.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumco Corp Analyses