Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	1.3657	8.59
$α$	0.0898	7.15
$β$	0.8661	41.18
$γ_{1}$	0.0563	3.95
$γ_{2}$	-0.0842	-3.74
$γ_{3}$	0.0325	1.85
$γ_{4}$	-0.0207	-1.05
$γ_{5}$	0.0494	2.43
$γ_{6}$	-0.0484	-3.54

V-Lab

Nippon Coke & Engineering Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:54.03% (+4.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Coke & Engineering Co Analyses