Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	1.5489	9.83
$α$	0.1469	9.83
$β$	0.7316	31.62
$γ_{1}$	0.0319	4.37
$γ_{2}$	-0.0470	-4.24
$γ_{3}$	0.0273	3.53
$γ_{4}$	-0.0245	-3.32
$γ_{5}$	0.0314	2.44

V-Lab

Bank Of Iwate Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:34.55% (-2.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bank Of Iwate Analyses