Nikkei 225 EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.51% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 11.23 | |
| 0.1901 | 38.13 | |
| 0.9607 | 665.30 | |
| -0.1045 | -21.85 |
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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