Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	21
$α$	0.0100	2.75
$β$	0.3862	11.52
$γ$	0.2721	14.15
$λ_{1}$	0.1497	0.39
$λ_{2}$	0.1131	0.88
$λ_{3}$	0.8653	5.51

V-Lab

J.S.B. Co MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.91% (-0.24%)

Date Range:

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News Impact Curve

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