Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.3146	31.16
$α$	0.1405	15.57
$β$	0.7766	189.87
$γ$	0.0126	0.76

V-Lab

Fukui Bank Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:43.17% (+0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fukui Bank Ltd Analyses