Nikkei 300 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:17.52% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0557 | 26.00 | |
| 0.0389 | 12.98 | |
| 0.8606 | 355.76 | |
| 0.1357 | 16.74 |
Estimation Period:
Jan 4, 1991 to Feb 13, 2026
Jan 4, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices