Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.2076	7.16
$α$	0.0916	8.60
$β$	0.8462	53.32
$γ_{1}$	0.0295	1.15
$γ_{2}$	-0.0001	-0.00
$γ_{3}$	-0.0899	-3.70
$γ_{4}$	0.1079	4.71
$γ_{5}$	-0.0795	-3.24
$γ_{6}$	0.0443	1.79
$γ_{7}$	-0.0099	-0.41
$γ_{8}$	-0.0010	-0.05

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Sumitomo Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:39.58% (-1.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumitomo Heavy Industries Ltd Analyses