Nikkei JASDAQ APARCH Volatility Analysis
Inactive
Last recorded values (Friday, July 1st, 2022):
1 Day
5.41%
1 Week
6.90%
1 Month
11.03%
Analysis last updated: Wednesday, June 3, 2026 at 03:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0408 | 28.28 | |
| 0.2937 | 35.45 | |
| 0.7063 | 80.74 | |
| 0.1733 | 17.86 | |
| 1.8332 | 21.05 |
Estimation Period:
Jan 1, 1990 to Apr 1, 2022
Jan 1, 1990 to Apr 1, 2022
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