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

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V-Lab

Nikkei 225 Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, October 24th, 2025:25.78% (-1.35%)

Analysis last updated: Thursday, October 23, 2025 at 07:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0584	34.85
$α$	0.2037	68.13
$β$	0.7706	235.95
$γ$	0.2311	34.52
$δ$	0.9877	25.60

Estimation Period:
Jan 3, 1990 to Oct 17, 2025

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Volatility Forecasts