Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	1.5519	4.97
$α$	0.1801	7.46
$β$	0.7207	21.79
$γ_{1}$	-0.3053	-2.27
$γ_{2}$	0.5321	2.64
$γ_{3}$	-0.2975	-2.23
$γ_{4}$	0.0421	0.29
$γ_{5}$	-0.0256	-0.17
$γ_{6}$	0.1823	1.46
$γ_{7}$	-0.1505	-1.16
$γ_{8}$	-0.0963	-0.71
$γ_{9}$	0.3290	2.24
$γ_{10}$	-0.3212	-2.33

V-Lab

Sun A Kaken Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:38.14% (-2.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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