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

V-Lab

Nikkei 225 Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:18.14% (+0.33%)

Analysis last updated: Friday, May 16, 2025 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0585	34.81
$α$	0.2037	67.36
$β$	0.7706	234.22
$γ$	0.2348	34.57
$δ$	1.0048	26.12

Estimation Period:
Jan 3, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts