Nikkei 225 AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.27% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0225 | 6.24 | |
| 0.1081 | 43.54 | |
| 0.8546 | 329.46 | |
| 0.7414 | 25.71 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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