Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	36
$α$	0.1975	14.59
$β$	0.4468	23.22
$γ$	0.1564	5.39
$λ_{1}$	0.0028	1.35
$λ_{2}$	0.0215	3.57
$λ_{3}$	0.9785	167.32

V-Lab

Koei Chem Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:15.45% (-0.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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