Nikkei 225 AGARCH Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:28.74% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0225 | 6.26 | |
| 0.1088 | 43.75 | |
| 0.8542 | 329.54 | |
| 0.7403 | 25.82 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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