Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	1.3068	7.49
$α$	0.1351	7.21
$β$	0.7151	18.92
$γ_{1}$	-0.0177	-1.98
$γ_{2}$	0.0310	2.42
$γ_{3}$	-0.0237	-2.81
$γ_{4}$	0.0269	1.98

V-Lab

Parker Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:29.79% (-2.14%)

Date Range:

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News Impact Curve

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