Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	41
$α$	0.1479	25.08
$β$	0.6105	41.26
$γ$	0.0471	5.86
$λ_{1}$	0.2707	2.06
$λ_{2}$	0.0911	2.05
$λ_{3}$	0.8644	13.28

V-Lab

Japan Airport Terminal Co MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:36.58% (-5.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Airport Terminal Co Analyses