Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.1547	16.87
$α$	0.0418	17.18
$β$	0.8641	204.32
$γ$	0.1248	13.40

V-Lab

Nippon Kayaku Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:20.79% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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