Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8630	8.19
$α$	0.1538	8.22
$β$	0.7076	23.10
$γ_{1}$	-0.1696	-4.37
$γ_{2}$	0.2958	5.10
$γ_{3}$	-0.2093	-5.44
$γ_{4}$	0.0578	1.64
$γ_{5}$	0.1491	4.67
$γ_{6}$	-0.2530	-8.34
$γ_{7}$	0.2088	5.74
$γ_{8}$	-0.1091	-2.39
$γ_{9}$	0.0301	0.59
$γ_{10}$	0.0045	0.13

V-Lab

Denka Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:29.71% (-3.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Denka Co Ltd Analyses