Nikkei 225 MEM Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
35.59%
increased by 2.40%
1 Week
35.07%
increased by 1.88%
1 Month
33.31%
increased by 0.12%
Analysis last updated: Thursday, May 21, 2026 at 07:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0719 | 13.11 | |
| 0.2224 | 47.06 | |
| 0.7485 | 229.95 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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