Nikkei 300 Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:18.54% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0261 | 10.22 | |
| 0.1069 | 42.73 | |
| 0.8542 | 323.20 | |
| 0.6079 | 27.28 |
Estimation Period:
Jan 4, 1991 to Feb 20, 2026
Jan 4, 1991 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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