Nikkei 225 AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.58% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 6.31 | |
| 0.1084 | 43.53 | |
| 0.8545 | 329.28 | |
| 0.7387 | 25.69 |
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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