Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	1.8292	8.54
$α$	0.1288	8.94
$β$	0.7797	31.48
$γ_{1}$	0.0535	2.83
$γ_{2}$	-0.0806	-2.81
$γ_{3}$	0.0668	3.34
$γ_{4}$	-0.0751	-3.69
$γ_{5}$	0.0581	2.53
$γ_{6}$	-0.0391	-1.63
$γ_{7}$	0.0516	1.71

V-Lab

Tsurumi Mfg Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:77.74% (+35.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tsurumi Mfg Co Ltd Analyses