Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	56
$α$	0.0424	10.82
$β$	0.7931	59.18
$γ$	0.1280	12.76
$λ_{1}$	0.5119	0.77
$λ_{2}$	0.1037	0.67
$λ_{3}$	0.7563	2.24

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Tokyu Fudosan Holdings Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:26.12% (-1.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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