V-Lab
Nikkei Stock Average Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:103.42% (-2.56%)
Analysis last updated: Saturday, April 20, 2024 at 03:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2170 | 15.78 | |
| 0.1694 | 18.91 | |
| 0.9404 | 272.73 | |
| 0.0947 | 10.76 |
Estimation Period:
Jan 3, 1990 to Mar 29, 2024
Jan 3, 1990 to Mar 29, 2024
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