Nikkei 300 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.65% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0557 | 25.93 | |
| 0.0384 | 12.79 | |
| 0.8608 | 355.68 | |
| 0.1362 | 16.80 |
Estimation Period:
Jan 4, 1991 to Feb 6, 2026
Jan 4, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices