V-Lab: Nikkei 225 MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Nikkei 225 MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 5th, 2025:25.04% (+3.13%)

Analysis last updated: Tuesday, November 4, 2025 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0109	3.95
$β$	0.7922	133.62
$γ$	0.1858	32.68
$λ_{1}$	0.0286	5.00
$λ_{2}$	0.0567	5.40
$λ_{3}$	0.9291	73.38

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts