Nikkei 300 Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.59% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 30.27 | |
| 0.1011 | 36.89 | |
| 0.8757 | 332.82 | |
| 0.4501 | 22.73 | |
| 1.4486 | 36.74 |
Estimation Period:
Jan 4, 1991 to Feb 13, 2026
Jan 4, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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