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	param	t-stat
$ω$	1.0160	8.05
$α$	0.1688	5.57
$β$	0.6378	12.68
$γ_{1}$	-0.0124	-0.46
$γ_{2}$	-0.0128	-0.31
$γ_{3}$	0.0687	2.43
$γ_{4}$	-0.0618	-3.13

V-Lab

Sompo Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:28.73% (-1.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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