Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2831	6.40
$α$	0.0810	8.28
$β$	0.8732	59.84
$γ_{1}$	0.0089	0.25
$γ_{2}$	0.0899	1.71
$γ_{3}$	-0.2295	-6.10
$γ_{4}$	0.2368	6.21
$γ_{5}$	-0.1932	-5.04
$γ_{6}$	0.1418	3.84
$γ_{7}$	-0.0709	-1.93
$γ_{8}$	0.0172	0.39
$γ_{9}$	0.0323	0.40

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Sumitomo Metal Mining Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:79.74% (-0.96%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumitomo Metal Mining Co Ltd Analyses