Nikkei 225 GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:22.09% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0643 | 25.68 | |
| 0.1143 | 39.48 | |
| 0.8578 | 288.71 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices