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 Tuesday, September 24th, 2024:26.01% (-3.58%)

Analysis last updated: Friday, September 20, 2024 at 07:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0569	33.94
$α$	0.1996	64.21
$β$	0.7756	229.68
$γ$	0.2366	34.01
$δ$	1.0312	26.13

Estimation Period:
Jan 3, 1990 to Sep 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts