V-Lab
V-Lab
JASDAQ Stock Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 4th, 2022:11.94% (-0.33%)

Analysis last updated: Saturday, April 9, 2022 at 03:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of JASDAQ Stock Index MF2-GARCH
paramt-stat
m51
α0.133020.83
β0.585663.42
γ0.269324.03
λ10.28465.64
λ20.80717.14
λ30.00000.00
Estimation Period:
Oct 28, 1991 to Apr 1, 2022
Impact of return on volatility tomorrow
Volatility Forecasts