Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	66
$α$	0.0710	17.20
$β$	0.7140	66.29
$γ$	0.1134	15.95
$λ_{1}$	0.1457	1.60
$λ_{2}$	0.1064	1.64
$λ_{3}$	0.8558	9.74

V-Lab

Nagase & Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:26.56% (+0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nagase & Co Ltd Analyses