V-Lab: Nikkei 225 MF2-GARCH Volatility Analysis

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Nikkei 225 MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 15th, 2025:26.25% (+7.59%)

Analysis last updated: Tuesday, October 14, 2025 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0106	3.86
$β$	0.7937	134.95
$γ$	0.1853	32.72
$λ_{1}$	0.0277	5.01
$λ_{2}$	0.0550	5.45
$λ_{3}$	0.9312	76.49

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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