Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	1.3293	5.29
$α$	0.2417	2.69
$β$	0.1995	1.34
$γ_{1}$	0.3585	0.26
$γ_{2}$	-1.0742	-0.52
$γ_{3}$	3.6765	2.28
$γ_{4}$	-8.4210	-3.62

V-Lab

Transaction Media Networks Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:32.39% (-3.55%)

Date Range:

Parameter Estimates

News Impact Curve

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