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	param	t-stat
$m$	26
$α$	0.0158	5.47
$β$	0.7743	115.15
$γ$	0.1818	31.82
$λ_{1}$	0.0417	4.07
$λ_{2}$	0.0965	4.34
$λ_{3}$	0.8774	31.39

V-Lab

MSCI Japan Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:18.39% (-0.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MSCI Japan Index Analyses