Nikkei 225 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:21.44% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2107 | 11.33 | |
| 0.0835 | 39.70 | |
| 0.9821 | 545.03 | |
| 7.6166 | 6.79 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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