Nikkei 225 APARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:22.71% (+1.77%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0538 | 31.35 | |
0.1015 | 34.35 | |
0.8821 | 316.85 | |
0.5679 | 21.14 | |
1.1194 | 31.50 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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