Nikkei 300 Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.43% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 8.90 | |
| 0.1914 | 40.71 | |
| 0.9619 | 628.67 | |
| -0.0969 | -20.84 |
Estimation Period:
Jan 4, 1991 to Feb 10, 2026
Jan 4, 1991 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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