Nikkei 300 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
20.30%
decreased by 0.31%
1 Week
20.32%
decreased by 0.29%
1 Month
20.41%
decreased by 0.20%
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 | |
|---|---|---|
| 1.7422 | 11.33 | |
| 0.0805 | 40.17 | |
| 0.9813 | 555.99 | |
| 6.8752 | 7.48 |
Estimation Period:
Jan 4, 1991 to Jun 5, 2026
Jan 4, 1991 to Jun 5, 2026
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