Nikkei 225 GARCH Volatility Analysis
Volatility prediction for Monday, March 23rd, 2026
1 Day
34.94%
increased by 3.22%
1 Week
34.45%
decreased by 0.49%
1 Month
32.76%
decreased by 2.18%
Analysis last updated: Friday, March 20, 2026 at 01:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0641 | 25.65 | |
| 0.1147 | 39.72 | |
| 0.8578 | 290.38 |
Estimation Period:
Jan 2, 1990 to Mar 19, 2026
Jan 2, 1990 to Mar 19, 2026
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