Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3037	6.36
$α$	0.0827	8.41
$β$	0.8731	60.83
$γ_{1}$	0.0176	0.49
$γ_{2}$	0.0732	1.37
$γ_{3}$	-0.2128	-5.54
$γ_{4}$	0.2194	5.63
$γ_{5}$	-0.1770	-4.51
$γ_{6}$	0.1312	3.48
$γ_{7}$	-0.0710	-1.96
$γ_{8}$	0.0342	0.95
$γ_{9}$	-0.0237	-0.88

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

Volatility Prediction for Friday, February 13th, 2026:80.69% (-1.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumitomo Metal Mining Co Ltd Analyses