Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1203	5.89
$α$	0.0805	7.00
$β$	0.8730	55.73
$γ_{1}$	-0.1178	-3.20
$γ_{2}$	0.2672	4.87
$γ_{3}$	-0.2849	-7.71
$γ_{4}$	0.2322	7.65
$γ_{5}$	-0.1628	-5.01
$γ_{6}$	0.0970	2.52
$γ_{7}$	-0.0084	-0.19
$γ_{8}$	-0.0750	-1.58
$γ_{9}$	0.0869	1.41

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Sumitomo Bakelite Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:34.95% (-1.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumitomo Bakelite Co Ltd Analyses