Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	31
$α$	0.0335	5.15
$β$	0.5927	72.65
$γ$	0.2934	32.25
$λ_{1}$	0.7330	1.15
$λ_{2}$	0.7338	1.13
$λ_{3}$	0.0974	0.12

V-Lab

Tokyo Stock Exchange MOTHERS Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:23.49% (-1.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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