Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	1.1032	7.96
$α$	0.0882	6.07
$β$	0.7875	23.81
$γ_{1}$	0.0024	0.08
$γ_{2}$	0.0622	1.47
$γ_{3}$	-0.1683	-6.51
$γ_{4}$	0.1906	6.41
$γ_{5}$	-0.1271	-3.31
$γ_{6}$	0.0350	0.74
$γ_{7}$	0.0370	0.86
$γ_{8}$	-0.0533	-1.31
$γ_{9}$	0.0594	0.83

V-Lab

Shibaura Mechatronics Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:99.22% (-4.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shibaura Mechatronics Corp Analyses