Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5519	7.73
$α$	0.1261	7.67
$β$	0.7987	32.95
$γ_{1}$	0.0953	4.82
$γ_{2}$	-0.1472	-4.44
$γ_{3}$	0.0759	2.63
$γ_{4}$	-0.0446	-1.84
$γ_{5}$	0.0346	1.66
$γ_{6}$	-0.0090	-0.51
$γ_{7}$	-0.0094	-0.78

V-Lab

Sumitomo Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:29.96% (-1.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumitomo Corp Analyses