Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	66
$α$	0.2554	15.55
$β$	0.6429	45.04
$γ$	0.0333	1.25
$λ_{1}$	0.1895	1.72
$λ_{2}$	0.0483	1.88
$λ_{3}$	0.9211	21.02

V-Lab

Imamura Securities Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:29.04% (-4.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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