Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	21
$α$	0.2312	25.63
$β$	0.4938	39.99
$γ$	0.0525	3.72
$λ_{1}$	0.0528	3.60
$λ_{2}$	0.0686	5.26
$λ_{3}$	0.9208	59.70

V-Lab

Toyo Logistics Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:16.29% (-0.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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