Nikkei 300 Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.94% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 8.89 | |
| 0.1912 | 40.78 | |
| 0.9619 | 628.68 | |
| -0.0969 | -20.86 |
Estimation Period:
Jan 4, 1991 to Feb 20, 2026
Jan 4, 1991 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices