Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	71
$α$	0.0696	17.13
$β$	0.6853	62.18
$γ$	0.1537	16.47
$λ_{1}$	0.0813	2.41
$λ_{2}$	0.0872	2.73
$λ_{3}$	0.8939	22.50

V-Lab

Nippon Kayaku Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:21.34% (-0.41%)

Date Range:

Parameter Estimates

News Impact Curve

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