V-Lab: Nikkei 225 APARCH Volatility Analysis

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Nikkei 225 APARCH Volatility Analysis

Volatility Prediction for Tuesday, December 9th, 2025:21.87% (-1.68%)

Analysis last updated: Monday, December 8, 2025 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0537	31.36
$α$	0.1017	34.81
$β$	0.8820	318.88
$γ$	0.5652	21.37
$δ$	1.1205	31.60

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

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Impact of return on volatility tomorrow

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Volatility Forecasts