Nikkei 225 APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.10% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0539 | 31.45 | |
| 0.1018 | 35.20 | |
| 0.8820 | 319.32 | |
| 0.5675 | 21.65 | |
| 1.1116 | 31.56 |
Estimation Period:
Jan 2, 1990 to Feb 10, 2026
Jan 2, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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