Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1188	17.20
$α$	0.0500	17.34
$β$	0.9284	430.83
$γ$	0.0216	4.11

V-Lab

Sumco Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:57.98% (-1.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumco Corp Analyses