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Nikkei 225 AGARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:20.43% (-1.52%)
Analysis last updated: Friday, December 19, 2025 at 07:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nikkei 225 AGARCH
paramt-stat
ω0.02286.38
α0.108343.29
β0.8546328.31
γ0.735525.54
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts