Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	1.3884	3.27
$α$	0.1594	4.60
$β$	0.6144	8.46
$γ_{1}$	-2.7186	-1.92
$γ_{2}$	5.6086	2.68
$γ_{3}$	-5.1648	-3.73
$γ_{4}$	3.7811	3.74
$γ_{5}$	-2.5280	-3.76
$γ_{6}$	1.8920	2.36
$γ_{7}$	-1.7288	-1.79
$γ_{8}$	1.7720	2.09
$γ_{9}$	-2.0645	-2.41
$γ_{10}$	1.8188	2.69

V-Lab

Kamakura Shinsho Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:26.56% (-2.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kamakura Shinsho Ltd Analyses