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

V-Lab

Nikkei 225 Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, July 16th, 2025:17.19% (-1.33%)

Analysis last updated: Tuesday, July 15, 2025 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0583	34.84
$α$	0.2030	67.65
$β$	0.7713	235.88
$γ$	0.2335	34.47
$δ$	1.0113	26.30

Estimation Period:
Jan 3, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts