Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	21
$α$	0.0955	17.88
$β$	0.6795	54.47
$γ$	0.1110	13.25
$λ_{1}$	0.0093	2.10
$λ_{2}$	0.0179	4.67
$λ_{3}$	0.9801	215.82

V-Lab

Fukoku Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:41.31% (+16.94%)

Date Range:

Parameter Estimates

News Impact Curve

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