Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	21
$α$	0.1411	25.42
$β$	0.4860	28.66
$γ$	0.0927	8.34
$λ_{1}$	0.0334	2.22
$λ_{2}$	0.0260	3.30
$λ_{3}$	0.9656	96.59

V-Lab

Shimamura Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:23.28% (-1.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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