NIKKEI 225 GARCH VOLATILITY GRAPH?

Volatility Prediction for Monday, May 20: 22.75% (-0.90)
  • COMPARE menu down arrow
  • SUB PLOTmenu down arrow
  • LINE STYLE menu down arrow
  • KEY POSTION menu down arrow
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (JPY): ¥15,138 Return: 0.67% 1 Week Pred: 22.82%
Avg Week Vol: 23.73% Avg Month Vol: 22.03% 1 Month Pred: 23.02%
Min Vol: 11.87% Max Vol: 100.07% 6 Months Pred: 23.74%
Avg Vol: 23.86% Vol of Vol: 25.21% 1 Year Pred: 23.99%

Documentation