Nikkei 300 Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.05% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 10.08 | |
| 0.1067 | 42.57 | |
| 0.8543 | 322.73 | |
| 0.6104 | 27.20 |
Estimation Period:
Jan 4, 1991 to Feb 6, 2026
Jan 4, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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