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 Monday, November 28th, 2022:12.56% (-0.02%)

Analysis last updated: Friday, November 25, 2022, 06:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0534	32.32
$α$	0.1921	62.79
$β$	0.7853	236.19
$γ$	0.2423	32.67
$δ$	1.0745	26.61

Estimation Period:
Jan 3, 1990 to Nov 25, 2022

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