Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6092	4.54
$α$	0.1254	3.51
$β$	0.4747	4.45
$γ_{1}$	0.2378	2.60
$γ_{2}$	-0.3514	-2.22
$γ_{3}$	0.1893	1.07
$γ_{4}$	-0.1539	-0.78
$γ_{5}$	0.1293	0.65
$γ_{6}$	-0.2419	-1.37
$γ_{7}$	0.5798	3.75
$γ_{8}$	-0.7645	-5.36
$γ_{9}$	0.7473	5.82
$γ_{10}$	-0.5661	-6.25

V-Lab

Dena Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:56.89% (-2.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dena Co Ltd Analyses