Nikkei Stock Average Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.3578	14.62
$β$	0.3868	18.84
$γ$	-0.1568	-4.10
$λ_{1}$	0.0036	0.61
$λ_{2}$	0.0098	2.19
$λ_{3}$	0.9893	194.64

V-Lab

Tenryu SAW MFG Co MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:15.48% (-1.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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