Nikkei Stock Average Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:107.23% (-4.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 38.2530 | 14.29 | |
| 0.1238 | 28.60 | |
| 0.9276 | 190.31 | |
| 4.6451 | 10.22 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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