Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.7027	5.34
$α$	0.1762	7.31
$β$	0.7444	23.10
$γ_{1}$	-0.2361	-3.83
$γ_{2}$	0.3087	3.20
$γ_{3}$	-0.0662	-0.92
$γ_{4}$	-0.0741	-1.02
$γ_{5}$	0.1088	1.61
$γ_{6}$	-0.0793	-1.12
$γ_{7}$	0.1182	1.60
$γ_{8}$	-0.1130	-2.29

V-Lab

Sumiken Mitsui Road Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:28.02% (-1.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumiken Mitsui Road Co Ltd Analyses