Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.1650	15.92
$α$	0.0980	17.14
$β$	0.8274	159.12
$γ$	0.0807	7.65

V-Lab

Sho-Bond Holdings GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:61.02% (-5.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sho-Bond Holdings Analyses