Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	1.5887	6.56
$α$	0.2086	8.25
$β$	0.6907	20.17
$γ_{1}$	-0.0746	-2.28
$γ_{2}$	0.1125	2.33
$γ_{3}$	-0.0712	-2.14
$γ_{4}$	0.0999	2.68
$γ_{5}$	-0.1287	-3.16
$γ_{6}$	0.0898	2.80

V-Lab

Sansei Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:86.31% (-8.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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