Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	81
$α$	0.1625	33.94
$β$	0.6597	72.75
$γ$	-0.0118	-1.45
$λ_{1}$	0.7973	4.58
$λ_{2}$	0.9353	25.12
$λ_{3}$	0.0000	0.00

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Endo Lighting Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:39.29% (-5.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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