V-Lab: Nikkei 225 MF2-GARCH Volatility Analysis

V-Lab

Nikkei 225 MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, October 9th, 2025:17.29% (+0.08%)

Analysis last updated: Wednesday, October 8, 2025 at 07:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0099	3.53
$β$	0.7936	135.11
$γ$	0.1856	32.59
$λ_{1}$	0.0285	4.99
$λ_{2}$	0.0570	5.42
$λ_{3}$	0.9287	73.22

Estimation Period:
Jan 2, 1990 to Oct 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts