Nikkei 225 EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.34% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 11.21 | |
| 0.1900 | 38.17 | |
| 0.9607 | 664.84 | |
| -0.1046 | -21.90 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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