Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	26
$α$	0.2420	17.29
$β$	0.5843	31.01
$γ$	0.0915	2.93
$λ_{1}$	0.0059	1.05
$λ_{2}$	0.0135	4.79
$λ_{3}$	0.9863	289.82

V-Lab

Human Metabolome Tech MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:21.54% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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