V-Lab: Nikkei 225 MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Nikkei 225 MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:20.75% (-0.56%)

Analysis last updated: Friday, December 12, 2025 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0110	3.97
$β$	0.7920	134.17
$γ$	0.1854	32.70
$λ_{1}$	0.0289	5.01
$λ_{2}$	0.0568	5.43
$λ_{3}$	0.9288	73.36

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts