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	param	t-stat
$ω$	1.0256	10.81
$α$	0.1673	5.56
$β$	0.6415	12.84
$γ_{1}$	-0.0151	-2.49
$γ_{2}$	0.0382	3.28

V-Lab

Sompo Holdings Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:29.72% (-0.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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