Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1105	5.77
$α$	0.0803	6.99
$β$	0.8732	55.94
$γ_{1}$	-0.1084	-2.88
$γ_{2}$	0.2477	4.44
$γ_{3}$	-0.2650	-7.08
$γ_{4}$	0.2133	6.92
$γ_{5}$	-0.1463	-4.45
$γ_{6}$	0.0845	2.17
$γ_{7}$	-0.0019	-0.05
$γ_{8}$	-0.0741	-1.82
$γ_{9}$	0.0748	2.60

V-Lab

Sumitomo Bakelite Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:32.06% (-0.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumitomo Bakelite Co Ltd Analyses