Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8692	5.70
$α$	0.0920	8.86
$β$	0.8602	58.52
$γ_{1}$	-0.1633	-2.69
$γ_{2}$	0.3526	4.06
$γ_{3}$	-0.3501	-7.29
$γ_{4}$	0.2166	4.50
$γ_{5}$	-0.0251	-0.52
$γ_{6}$	-0.0801	-1.96
$γ_{7}$	0.0600	1.38
$γ_{8}$	0.0168	0.34
$γ_{9}$	-0.0500	-0.93
$γ_{10}$	0.0480	0.68

V-Lab

Denso Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:31.39% (-0.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Denso Corp Analyses