Nikkei 225 APARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:35.50% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0541 | 31.51 | |
| 0.1020 | 35.36 | |
| 0.8817 | 319.70 | |
| 0.5681 | 21.79 | |
| 1.1127 | 31.69 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices