Nikkei 500 AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:16.97% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 12.41 | |
| 0.1160 | 47.99 | |
| 0.8481 | 323.96 | |
| 0.5537 | 30.06 |
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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