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, April 22nd, 2024:26.57% (+6.00%)

Analysis last updated: Friday, April 19, 2024 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0544	33.24
$α$	0.1931	64.48
$β$	0.7832	237.82
$γ$	0.2392	33.25
$δ$	1.0236	25.30

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts