Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	1.3296	7.51
$α$	0.1371	7.26
$β$	0.7153	18.76
$γ_{1}$	-0.0158	-1.76
$γ_{2}$	0.0269	2.11
$γ_{3}$	-0.0171	-2.24
$γ_{4}$	0.0105	1.88

V-Lab

Parker Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:29.30% (+4.83%)

Date Range:

Parameter Estimates

News Impact Curve

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