V-Lab: Nikkei 225 MF2-GARCH Volatility Analysis

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Nikkei 225 MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 29th, 2025:22.63% (-0.27%)

Analysis last updated: Tuesday, October 28, 2025 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0110	4.01
$β$	0.7925	134.09
$γ$	0.1856	32.68
$λ_{1}$	0.0282	5.02
$λ_{2}$	0.0558	5.43
$λ_{3}$	0.9302	75.06

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

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