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 Thursday, March 23rd, 2023:20.61% (-1.82%)

Analysis last updated: Wednesday, March 22, 2023, 06:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0537	32.58
$α$	0.1927	63.28
$β$	0.7843	235.52
$γ$	0.2444	33.02
$δ$	1.0361	25.57

Estimation Period:
Jan 3, 1990 to Mar 20, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts