Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	21
$α$	0.0736	21.62
$β$	0.6872	71.29
$γ$	0.1333	21.22
$λ_{1}$	0.0219	3.20
$λ_{2}$	0.0178	5.04
$λ_{3}$	0.9761	209.10

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FUJIFILM Holdings Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:23.21% (-0.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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