Nikkei 225 Asy. MEM Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:19.15% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0664 | 37.61 | |
| 0.1229 | 33.48 | |
| 0.7735 | 271.58 | |
| 0.1444 | 19.84 |
Estimation Period:
Jan 3, 1990 to Jan 16, 2026
Jan 3, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices