Nikkei 225 GARCH Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
35.66%
increased by 0.04%
1 Week
35.15%
decreased by 0.47%
1 Month
33.40%
decreased by 2.22%
Analysis last updated: Tuesday, April 14, 2026 at 07:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0634 | 25.53 | |
| 0.1144 | 39.85 | |
| 0.8585 | 292.60 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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