Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	26
$α$	0.0636	21.37
$β$	0.7606	100.21
$γ$	0.1331	23.55
$λ_{1}$	0.0244	6.75
$λ_{2}$	0.0429	7.00
$λ_{3}$	0.9521	141.28

V-Lab

ITOCHU Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:30.54% (+3.95%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ITOCHU Corp Analyses