Nikkei 300 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.34% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 30.28 | |
| 0.1008 | 36.68 | |
| 0.8758 | 332.64 | |
| 0.4537 | 22.64 | |
| 1.4464 | 36.72 |
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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