Nikkei 300 Index APARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
20.25%
decreased by 1.23%
1 Week
20.31%
decreased by 1.17%
1 Month
20.49%
decreased by 0.99%
Analysis last updated: Wednesday, June 10, 2026 at 07:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0498 | 30.57 | |
| 0.1013 | 37.11 | |
| 0.8752 | 334.54 | |
| 0.4522 | 22.87 | |
| 1.4486 | 36.95 |
Estimation Period:
Jan 4, 1991 to Jun 5, 2026
Jan 4, 1991 to Jun 5, 2026
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