Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.5741	5.80
$α$	0.2527	6.40
$β$	0.5169	10.25
$γ_{1}$	-0.0052	-0.06
$γ_{2}$	0.1699	1.21
$γ_{3}$	-0.3518	-3.20
$γ_{4}$	0.2964	2.62
$γ_{5}$	-0.1932	-1.33
$γ_{6}$	0.1156	0.64
$γ_{7}$	0.0375	0.21
$γ_{8}$	-0.0880	-0.48
$γ_{9}$	-0.0705	-0.42
$γ_{10}$	0.1514	1.53

V-Lab

SM Entertainment Japan Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:42.27% (-4.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SM Entertainment Japan Co Ltd Analyses