Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	21
$α$	1.0000	9,999,900.00
$β$	0.0600	600,350.00
$γ$	-0.1200	-1,200,500.00
$λ_{1}$	0.1257	10.23
$λ_{2}$	0.7599	24.97
$λ_{3}$	0.0000	0.00

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Nikkei JASDAQ MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Nikkei JASDAQ Analyses