Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8024	7.89
$α$	0.1549	8.17
$β$	0.7031	23.00
$γ_{1}$	-0.2010	-5.25
$γ_{2}$	0.3452	6.04
$γ_{3}$	-0.2385	-6.28
$γ_{4}$	0.0732	2.11
$γ_{5}$	0.1468	4.63
$γ_{6}$	-0.2597	-8.75
$γ_{7}$	0.2170	6.29
$γ_{8}$	-0.1109	-2.83
$γ_{9}$	0.0189	0.41
$γ_{10}$	0.0428	0.35

V-Lab

Denka Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:31.02% (-2.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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