Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	21
$α$	0.0985	5.53
$β$	0.0985	2.83
$γ$	0.1900	7.89
$λ_{1}$	6.4093	0.26
$λ_{2}$	0.3239	0.26
$λ_{3}$	0.0000	0.00

V-Lab

Yamashin-Filter Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:39.09% (+0.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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