Nikkei 225 AGARCH Volatility Analysis
Volatility prediction for Wednesday, April 22nd, 2026
1 Day
25.32%
decreased by 1.92%
1 Week
25.21%
decreased by 2.03%
1 Month
24.85%
decreased by 2.39%
Analysis last updated: Tuesday, April 21, 2026 at 07:12 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 6.13 | |
| 0.1086 | 43.93 | |
| 0.8547 | 331.81 | |
| 0.7410 | 25.89 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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