Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8732	5.71
$α$	0.0916	8.87
$β$	0.8611	59.03
$γ_{1}$	-0.1605	-2.65
$γ_{2}$	0.3484	4.01
$γ_{3}$	-0.3485	-7.26
$γ_{4}$	0.2183	4.55
$γ_{5}$	-0.0293	-0.60
$γ_{6}$	-0.0757	-1.85
$γ_{7}$	0.0565	1.31
$γ_{8}$	0.0203	0.41
$γ_{9}$	-0.0561	-1.04
$γ_{10}$	0.0629	0.90

V-Lab

Denso Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:34.92% (+2.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Denso Corp Analyses