Nikkei 300 Index APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
20.45%
decreased by 1.03%
1 Week
20.50%
decreased by 0.98%
1 Month
20.64%
decreased by 0.84%
Analysis last updated: Tuesday, June 9, 2026 at 07:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0498 | 30.57 | |
| 0.1013 | 37.11 | |
| 0.8752 | 334.54 | |
| 0.4522 | 22.87 | |
| 1.4486 | 36.95 |
Estimation Period:
Jan 4, 1991 to Jun 5, 2026
Jan 4, 1991 to Jun 5, 2026
Other APARCH Analyses on Equity Indices