V-Lab
V-Lab
Nikkei Stock Average Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:108.63% (-8.67%)

Analysis last updated: Saturday, April 27, 2024 at 05:24 AM UTC

Date Range:

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to

6M ·

1Y ·

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graph of Nikkei Stock Average Volatility Index GAS-GARCH-T
paramt-stat
ω34.911315.36
α0.118326.02
β0.9161171.37
ν58.79
Estimation Period:
Jan 3, 1990 to Mar 29, 2024