Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.3352	3,351,920.00
$α$	0.0003	2,910.00
$β$	0.5165	5,164,960.00
$γ_{1}$	613.5798	6,135,798,000.00
$γ_{2}$	-6,705.6280	-67,056,280,000.00
$γ_{3}$	13,610.0900	136,100,900,000.00
$γ_{4}$	-4,446.8290	-44,468,290,000.00
$γ_{5}$	-11,837.8400	-118,378,400,000.00
$γ_{6}$	9,039.7610	90,397,610,000.00
$γ_{7}$	12,236.5100	122,365,100,000.00

V-Lab

Sony Group Corporation Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:1,191,163,772.12% (-67,424,737.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sony Group Corporation Analyses