Nikkei 225 AGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:22.51% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 6.35 | |
| 0.1083 | 43.30 | |
| 0.8547 | 328.75 | |
| 0.7355 | 25.55 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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