Nikkei 225 GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.02% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0642 | 25.65 | |
| 0.1143 | 39.51 | |
| 0.8578 | 289.12 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices