V-Lab
Nikkei Stock Average Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:88.93% (-3.79%)
Analysis last updated: Saturday, April 27, 2024 at 05:24 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6683 | 11.10 | |
| 0.0976 | 27.87 | |
| 0.8191 | 159.40 | |
| -3.6675 | -15.13 |
Estimation Period:
Jan 3, 1990 to Mar 29, 2024
Jan 3, 1990 to Mar 29, 2024
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