V-Lab
V-Lab
Tokyo Stock Exchange MOTHERS Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:20.24% (-0.46%)

Analysis last updated: Friday, May 10, 2024 at 08:57 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Tokyo Stock Exchange MOTHERS Index MF2-GARCH
paramt-stat
m31
α0.03525.18
β0.608970.67
γ0.272529.39
λ10.75401.04
λ20.70391.03
λ30.12600.15
Estimation Period:
Sep 15, 2003 to May 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts