V-Lab
Nikkei Stock Average Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:98.22% (+0.33%)
Analysis last updated: Saturday, April 20, 2024 at 03:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6903 | 23.66 | |
| 0.1842 | 18.49 | |
| 0.7657 | 113.47 | |
| -0.1096 | -6.37 |
Estimation Period:
Jan 3, 1990 to Mar 29, 2024
Jan 3, 1990 to Mar 29, 2024
News Impact Curve
Volatility Forecasts
Other Nikkei Stock Average Volatility Index Analyses