Nikkei 500 APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:15.83% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0472 | 34.16 | |
| 0.1065 | 40.20 | |
| 0.8716 | 327.79 | |
| 0.4217 | 21.80 | |
| 1.4701 | 41.92 |
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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