Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	1.5011	9.46
$α$	0.0960	18.54
$β$	0.9456	144.81
$ν$	5.0489	5.15

V-Lab

Mitsui Fudosan Logistics GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:18.91% (+2.84%)

Date Range:

Parameter Estimates

Other Mitsui Fudosan Logistics Analyses