Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	21
$α$	0.2264	27.63
$β$	0.5299	17.11
$γ$	0.0961	3.73
$λ_{1}$	0.0534	3.02
$λ_{2}$	0.1233	5.62
$λ_{3}$	0.8755	40.01

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Tokyo Electric Power Co Holdings Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:57.74% (+0.89%)

Date Range:

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