Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.1291	14.92
$α$	0.1120	30.67
$β$	0.8473	188.88
$γ$	0.7449	19.71

V-Lab

Nippon Kayaku Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 25th, 2026:20.18% (-0.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Kayaku Co Ltd Analyses