Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.7399	2.95
$α$	0.1935	6.54
$β$	0.7594	26.66
$γ_{1}$	-0.0161	-1.28
$γ_{2}$	0.0062	0.36
$γ_{3}$	0.0190	2.62

V-Lab

Okaya & Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:20.12% (+6.32%)

Date Range:

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News Impact Curve

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