Nikkei 225 EGARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:24.24% (+1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 11.01 | |
| 0.1898 | 37.56 | |
| 0.9608 | 663.54 | |
| -0.1046 | -21.61 |
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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