Nikkei 500 APARCH Volatility Analysis
Volatility prediction for Tuesday, June 16th, 2026
1 Day
23.08%
increased by 1.07%
1 Week
22.95%
increased by 0.94%
1 Month
22.52%
increased by 0.51%
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 | |
|---|---|---|
| 0.0472 | 34.45 | |
| 0.1066 | 40.62 | |
| 0.8718 | 331.25 | |
| 0.4246 | 22.10 | |
| 1.4629 | 42.08 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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