Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	41
$α$	1.0000	9,999,900.00
$β$	0.0050	49,530.00
$γ$	-0.0099	-98,870.00
$λ_{1}$	1.5998	46.83
$λ_{2}$	0.2111	24.29
$λ_{3}$	0.0000	0.00

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Nikkei 500 MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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