Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.9664	7.49
$α$	0.0704	6.57
$β$	0.8860	53.26
$γ_{1}$	-0.0011	-0.05
$γ_{2}$	-0.0016	-0.04
$γ_{3}$	-0.0315	-1.21
$γ_{4}$	0.1579	4.54

V-Lab

Sumco Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:75.48% (+1.59%)

Date Range:

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News Impact Curve

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