Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.1005	14.81
$α$	0.2273	21.33
$β$	0.7648	47.91
$γ$	-0.0756	-4.63
$δ$	0.9622	6.41

V-Lab

Iid Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:25.45% (-1.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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