Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	26
$α$	0.0642	21.51
$β$	0.7594	99.50
$γ$	0.1329	23.47
$λ_{1}$	0.0247	6.73
$λ_{2}$	0.0432	6.98
$λ_{3}$	0.9517	139.63

V-Lab

ITOCHU Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:28.67% (-1.95%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ITOCHU Corp Analyses