Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	21
$α$	0.7500	7,499,880.00
$β$	0.0000	120.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	1.2364	12,363,910.00
$λ_{2}$	0.0001	1,480.00
$λ_{3}$	0.0000	100.00

V-Lab

Maruhachi Holdings Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:0.00% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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