V-Lab
V-Lab
Tokyo Stock Exchange MOTHERS Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:31.82% (+6.25%)

Analysis last updated: Saturday, April 27, 2024 at 05:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Tokyo Stock Exchange MOTHERS Index MF2-GARCH
paramt-stat
m31
α0.03565.23
β0.611271.30
γ0.272129.17
λ10.74311.06
λ20.68911.05
λ30.14520.18
Estimation Period:
Sep 15, 2003 to Feb 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts