Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9340	5.95
$α$	0.0910	8.86
$β$	0.8622	59.61
$γ_{1}$	-0.1291	-2.09
$γ_{2}$	0.2982	3.37
$γ_{3}$	-0.3147	-6.47
$γ_{4}$	0.1914	4.01
$γ_{5}$	-0.0106	-0.22
$γ_{6}$	-0.0858	-2.10
$γ_{7}$	0.0633	1.46
$γ_{8}$	0.0086	0.18
$γ_{9}$	-0.0313	-0.59
$γ_{10}$	0.0071	0.17

V-Lab

Denso Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:31.09% (-1.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Denso Corp Analyses