Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.1624	5.85
$α$	0.1059	10.36
$β$	0.8531	62.25
$γ_{1}$	-0.0335	-1.00
$γ_{2}$	0.1187	2.47
$γ_{3}$	-0.1694	-5.20
$γ_{4}$	0.1335	4.55
$γ_{5}$	-0.0645	-2.17
$γ_{6}$	0.0003	0.01
$γ_{7}$	0.0462	1.39
$γ_{8}$	-0.0484	-1.90

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Sumitomo Electric Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:68.72% (-4.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumitomo Electric Industries Ltd Analyses