Nikkei 300 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.54% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 8.83 | |
| 0.1910 | 40.65 | |
| 0.9619 | 627.43 | |
| -0.0972 | -20.88 |
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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