Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.1602	5.84
$α$	0.1057	10.36
$β$	0.8533	62.31
$γ_{1}$	-0.0335	-1.00
$γ_{2}$	0.1187	2.47
$γ_{3}$	-0.1695	-5.22
$γ_{4}$	0.1339	4.57
$γ_{5}$	-0.0648	-2.18
$γ_{6}$	0.0005	0.01
$γ_{7}$	0.0463	1.38
$γ_{8}$	-0.0488	-1.91

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Sumitomo Electric Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:60.75% (+0.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumitomo Electric Industries Ltd Analyses