Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	21
$α$	0.1080	21.94
$β$	0.6640	56.75
$γ$	0.1001	11.13
$λ_{1}$	0.0158	2.76
$λ_{2}$	0.0126	4.24
$λ_{3}$	0.9852	297.20

V-Lab

Nomura Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:24.81% (-1.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nomura Co Ltd Analyses