Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3143	6.43
$α$	0.0829	8.43
$β$	0.8728	60.74
$γ_{1}$	0.0194	0.54
$γ_{2}$	0.0709	1.33
$γ_{3}$	-0.2122	-5.53
$γ_{4}$	0.2194	5.64
$γ_{5}$	-0.1774	-4.54
$γ_{6}$	0.1319	3.51
$γ_{7}$	-0.0716	-1.98
$γ_{8}$	0.0346	0.97
$γ_{9}$	-0.0240	-0.89

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Sumitomo Metal Mining Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:85.90% (+5.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumitomo Metal Mining Co Ltd Analyses