Nikkei 300 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.52% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7321 | 11.19 | |
| 0.0798 | 40.28 | |
| 0.9815 | 552.02 | |
| 6.8371 | 7.47 |
Estimation Period:
Jan 4, 1991 to Feb 6, 2026
Jan 4, 1991 to Feb 6, 2026
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