Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5495	7.71
$α$	0.1257	7.65
$β$	0.7995	33.04
$γ_{1}$	0.0951	4.82
$γ_{2}$	-0.1470	-4.45
$γ_{3}$	0.0762	2.65
$γ_{4}$	-0.0450	-1.86
$γ_{5}$	0.0350	1.67
$γ_{6}$	-0.0093	-0.53
$γ_{7}$	-0.0093	-0.76

V-Lab

Sumitomo Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:35.86% (+5.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumitomo Corp Analyses