V-Lab: Nikkei 225 MF2-GARCH Volatility Analysis

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Nikkei 225 MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 26th, 2025:29.89% (-2.20%)

Analysis last updated: Tuesday, November 25, 2025 at 07:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0108	3.90
$β$	0.7922	134.43
$γ$	0.1858	32.76
$λ_{1}$	0.0288	5.00
$λ_{2}$	0.0571	5.43
$λ_{3}$	0.9286	73.22

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

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