V-Lab: Nikkei 225 Asy. Power MEM Volatility Analysis

V-Lab

Nikkei 225 Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, January 18th, 2022:19.66% (-2.56%)

Analysis last updated: Monday, January 17, 2022, 06:38 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0535	31.83
$α$	0.1939	62.16
$β$	0.7838	231.28
$γ$	0.2360	31.64
$δ$	1.0622	25.68

Estimation Period:
Jan 3, 1990 to Jan 14, 2022

News Impact Curve

Volatility Forecasts

Other Nikkei 225 Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
GAS-GARCH Student T
MF2-GARCH

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