Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1133	5.28
$α$	0.0702	6.15
$β$	0.8672	39.45
$γ_{1}$	0.3302	1.99
$γ_{2}$	-0.6393	-2.68
$γ_{3}$	0.5682	3.33
$γ_{4}$	-0.4082	-2.12
$γ_{5}$	0.2060	1.01
$γ_{6}$	-0.1436	-0.80
$γ_{7}$	0.1927	1.17
$γ_{8}$	-0.3227	-2.10
$γ_{9}$	0.6390	4.54
$γ_{10}$	-0.6632	-5.82

V-Lab

Sumco Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:68.87% (+1.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumco Corp Analyses