Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0713	20.09
$α$	0.0394	16.51
$β$	0.9107	442.53
$γ$	0.0693	11.15

V-Lab

Denso Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:31.33% (-0.79%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Denso Corp Analyses