Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	15.5422	155,421,900.00
$α$	0.0000	0.00
$β$	0.6800	6,800,210.00
$γ_{1}$	-3,803.9640	-38,039,640,000.00
$γ_{2}$	-786.2180	-7,862,180,000.00
$γ_{3}$	7,815.6410	78,156,410,000.00
$γ_{4}$	3,207.4930	32,074,930,000.00
$γ_{5}$	-5,979.3450	-59,793,450,000.00
$γ_{6}$	-5,948.0410	-59,480,410,000.00
$γ_{7}$	5,160.1470	51,601,470,000.00
$γ_{8}$	2,823.7950	28,237,950,000.00
$γ_{9}$	-3,645.3240	-36,453,240,000.00

V-Lab

Sony Group Corporation Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:187.05% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sony Group Corporation Analyses