Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.5853	4.79
$α$	0.1331	6.12
$β$	0.6420	10.60
$γ_{1}$	-0.0867	-1.26
$γ_{2}$	-0.0400	-0.42
$γ_{3}$	0.2572	4.22
$γ_{4}$	-0.2167	-2.86
$γ_{5}$	0.1505	1.85
$γ_{6}$	-0.1041	-1.56
$γ_{7}$	0.0946	1.85
$γ_{8}$	-0.1084	-2.40
$γ_{9}$	0.0713	2.19

V-Lab

Mitani Sekisan Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:31.80% (+0.25%)

Date Range:

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News Impact Curve

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