Nikkei 225 APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.47% (+1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0539 | 31.45 | |
| 0.1016 | 35.21 | |
| 0.8821 | 319.83 | |
| 0.5697 | 21.71 | |
| 1.1124 | 31.61 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices