Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	1.6087	3.10
$α$	0.1453	5.31
$β$	0.8100	23.73
$γ_{1}$	0.0110	0.05
$γ_{2}$	0.1490	0.46
$γ_{3}$	-0.4841	-2.16
$γ_{4}$	1.0008	5.19
$γ_{5}$	-1.4445	-5.59

V-Lab

Datasection Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:64.88% (-0.80%)

Date Range:

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News Impact Curve

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