Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	76
$α$	0.0391	9.66
$β$	0.7616	71.55
$γ$	0.1117	16.70
$λ_{1}$	2.2461	0.81
$λ_{2}$	0.5943	0.87
$λ_{3}$	0.0000	0.00

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Dentsu Soken Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:96.14% (+29.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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