Nikkei 500 AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 16th, 2026
1 Day
22.95%
increased by 0.55%
1 Week
22.81%
increased by 0.41%
1 Month
22.35%
decreased by 0.05%
Analysis last updated: Monday, June 15, 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 | |
|---|---|---|
| 0.0247 | 12.27 | |
| 0.1161 | 48.46 | |
| 0.8485 | 327.73 | |
| 0.5554 | 30.34 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other AGARCH Analyses on Equity Indices