Nikkei 225 Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:21.99% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1758 | 9.81 | |
| 0.1139 | 9.77 | |
| 0.8568 | 69.33 | |
| 0.0005 | 1.00 |
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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