Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.9360	5.96
$α$	0.0907	8.85
$β$	0.8627	59.74
$γ_{1}$	-0.1277	-2.08
$γ_{2}$	0.2960	3.35
$γ_{3}$	-0.3138	-6.47
$γ_{4}$	0.1923	4.03
$γ_{5}$	-0.0126	-0.26
$γ_{6}$	-0.0837	-2.05
$γ_{7}$	0.0618	1.44
$γ_{8}$	0.0098	0.20
$γ_{9}$	-0.0328	-0.62
$γ_{10}$	0.0083	0.20

V-Lab

Denso Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 2nd, 2026:28.34% (-0.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Denso Corp Analyses