Nikkei 225 APARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:21.10% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0538 | 31.38 | |
| 0.1017 | 34.81 | |
| 0.8819 | 318.37 | |
| 0.5654 | 21.38 | |
| 1.1196 | 31.58 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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