V-Lab: Nikkei 225 AGARCH Volatility Analysis

Skip to main content

V-Lab

Nikkei 225 AGARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:24.10% (-0.01%)

Analysis last updated: Friday, October 17, 2025 at 07:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0228	6.34
$α$	0.1083	43.06
$β$	0.8545	327.27
$γ$	0.7362	25.43

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts