Nikkei 225 Asy. MEM Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:26.20% (-0.22%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0660 | 37.44 | |
0.1219 | 33.16 | |
0.7742 | 272.13 | |
0.1450 | 19.86 |
Estimation Period:
Jan 3, 1990 to Oct 17, 2025
Jan 3, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices