V-Lab: Nikkei 225 MF2-GARCH Volatility Analysis

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Nikkei 225 MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:23.86% (+0.11%)

Analysis last updated: Friday, December 5, 2025 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0108	3.92
$β$	0.7923	134.47
$γ$	0.1854	32.72
$λ_{1}$	0.0288	5.00
$λ_{2}$	0.0570	5.43
$λ_{3}$	0.9288	73.34

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

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