Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	1.1345	21.95
$α$	0.3820	9.77
$β$	0.0714	4.66
$γ$	0.7601	12.32

V-Lab

Novac Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:20.59% (-1.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Novac Co Ltd Analyses