V-Lab
V-Lab
Nikkei JASDAQ MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 4th, 2022:5.01% (-1.66%)

Analysis last updated: Friday, April 1, 2022 at 06:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nikkei JASDAQ MF2-GARCH
paramt-stat
m21
α1.00009999900.00
β0.0600600350.00
γ-0.1201-1200500.00
λ10.125710.23
λ20.759924.97
λ30.00000.00
Estimation Period:
Jan 1, 1990 to Apr 1, 2022
Impact of return on volatility tomorrow
Volatility Forecasts