Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	1.7213	8.80
$α$	0.0231	3.40
$β$	0.7585	34.25
$γ$	0.1375	5.35

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Baudroie Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:59.81% (-4.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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