Nikkei 225 APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
30.24%
decreased by 1.40%
1 Week
29.84%
decreased by 1.80%
1 Month
28.57%
decreased by 3.07%
Analysis last updated: Tuesday, June 9, 2026 at 07:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0533 | 31.46 | |
| 0.1018 | 35.94 | |
| 0.8828 | 324.07 | |
| 0.5699 | 22.28 | |
| 1.1070 | 31.83 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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