Nikkei 300 Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.64% (+2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0572 | 28.57 | |
| 0.1195 | 40.74 | |
| 0.8480 | 285.44 |
Estimation Period:
Jan 4, 1991 to Feb 6, 2026
Jan 4, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices