V-Lab: Nikkei 225 GARCH Volatility Analysis

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V-Lab

Nikkei 225 GARCH Volatility Analysis

Volatility Prediction for Thursday, October 23rd, 2025:26.75% (-1.82%)

Analysis last updated: Wednesday, October 22, 2025 at 07:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0647	25.61
$α$	0.1156	39.46
$β$	0.8564	286.13

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts