Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	21
$α$	0.2261	27.67
$β$	0.5292	17.10
$γ$	0.0969	3.76
$λ_{1}$	0.0536	3.03
$λ_{2}$	0.1231	5.61
$λ_{3}$	0.8756	40.01

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Tokyo Electric Power Co Holdings Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:47.78% (+0.66%)

Date Range:

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