Nikkei 300 Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.91% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0572 | 28.57 | |
| 0.1196 | 40.78 | |
| 0.8480 | 285.52 |
Estimation Period:
Jan 4, 1991 to Feb 20, 2026
Jan 4, 1991 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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