Nikkei 300 Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
19.23%
decreased by 1.28%
1 Week
19.34%
decreased by 1.17%
1 Month
19.68%
decreased by 0.83%
Analysis last updated: Friday, June 12, 2026 at 07:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 10.28 | |
| 0.1073 | 43.09 | |
| 0.8538 | 324.51 | |
| 0.6082 | 27.42 |
Estimation Period:
Jan 4, 1991 to Jun 12, 2026
Jan 4, 1991 to Jun 12, 2026
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