Nikkei 225 GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.76% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0643 | 25.65 | |
| 0.1145 | 39.51 | |
| 0.8577 | 288.88 |
Estimation Period:
Jan 2, 1990 to Feb 10, 2026
Jan 2, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices