Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0776	4.88
$α$	0.1305	10.31
$β$	0.8430	66.06
$γ_{1}$	0.0061	0.15
$γ_{2}$	0.0304	0.51
$γ_{3}$	-0.1129	-2.93
$γ_{4}$	0.1349	4.02
$γ_{5}$	-0.0850	-2.65
$γ_{6}$	0.0175	0.49
$γ_{7}$	0.0523	1.59
$γ_{8}$	-0.0679	-3.00

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Sumitomo Mitsui Financial Group Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:41.31% (-0.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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