Nikkei 300 Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
20.72%
decreased by 0.71%
1 Week
20.71%
decreased by 0.72%
1 Month
20.66%
decreased by 0.77%
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 | |
|---|---|---|
| 0.0196 | 9.01 | |
| 0.1918 | 41.15 | |
| 0.9617 | 633.54 | |
| -0.0973 | -21.12 |
Estimation Period:
Jan 4, 1991 to Jun 12, 2026
Jan 4, 1991 to Jun 12, 2026
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