Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5349	5.67
$α$	0.2423	6.48
$β$	0.5318	10.74
$γ_{1}$	-0.0211	-0.22
$γ_{2}$	0.1988	1.40
$γ_{3}$	-0.3787	-3.43
$γ_{4}$	0.3222	2.83
$γ_{5}$	-0.2112	-1.44
$γ_{6}$	0.1165	0.64
$γ_{7}$	0.0656	0.36
$γ_{8}$	-0.1699	-0.93
$γ_{9}$	0.1233	0.71
$γ_{10}$	-0.3447	-1.80

V-Lab

SM Entertainment Japan Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:22.00% (-1.96%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SM Entertainment Japan Co Ltd Analyses