Nikkei 500 GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.93% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0503 | 29.81 | |
| 0.1287 | 45.17 | |
| 0.8438 | 292.08 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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