Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.7049	5.32
$α$	0.1775	7.36
$β$	0.7438	23.12
$γ_{1}$	-0.2400	-3.88
$γ_{2}$	0.3158	3.25
$γ_{3}$	-0.0709	-0.97
$γ_{4}$	-0.0728	-1.00
$γ_{5}$	0.1093	1.59
$γ_{6}$	-0.0793	-1.06
$γ_{7}$	0.1144	1.32
$γ_{8}$	-0.1014	-1.10

V-Lab

Sumiken Mitsui Road Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:19.16% (-0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumiken Mitsui Road Co Ltd Analyses