Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9365	5.96
$α$	0.0909	8.86
$β$	0.8626	59.80
$γ_{1}$	-0.1277	-2.07
$γ_{2}$	0.2961	3.35
$γ_{3}$	-0.3140	-6.46
$γ_{4}$	0.1923	4.03
$γ_{5}$	-0.0127	-0.26
$γ_{6}$	-0.0836	-2.05
$γ_{7}$	0.0619	1.44
$γ_{8}$	0.0093	0.19
$γ_{9}$	-0.0318	-0.60
$γ_{10}$	0.0072	0.17

V-Lab

Denso Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:33.50% (+2.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Denso Corp Analyses