Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	21
$α$	0.1422	23.66
$β$	0.3758	25.49
$γ$	0.1256	12.89
$λ_{1}$	0.0920	1.61
$λ_{2}$	0.0640	3.13
$λ_{3}$	0.9160	30.41

V-Lab

Shionogi & Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:28.45% (-1.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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