Nikkei 300 Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:20.47% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0572 | 28.56 | |
| 0.1197 | 40.80 | |
| 0.8480 | 285.61 |
Estimation Period:
Jan 4, 1991 to Feb 13, 2026
Jan 4, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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