Nikkei 225 AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.27% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0225 | 6.24 | |
| 0.1080 | 43.42 | |
| 0.8548 | 329.38 | |
| 0.7410 | 25.63 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices