V-Lab
Nikkei 225 Asy. Power MEM Volatility Analysis
Volatility Prediction for Thursday, October 5th, 2023:23.81% (-0.54%)
Analysis last updated: Wednesday, October 4, 2023 at 06:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0541 | 32.90 | |
| 0.1940 | 64.06 | |
| 0.7826 | 235.73 | |
| 0.2365 | 32.66 | |
| 1.0273 | 25.18 |
Estimation Period:
Jan 3, 1990 to Sep 29, 2023
Jan 3, 1990 to Sep 29, 2023