Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.0801	16.44
$α$	0.0670	19.11
$β$	0.9157	389.98
$γ$	0.0200	3.53

V-Lab

Toyo Shutter Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:20.39% (-0.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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