Nikkei 225 GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:20.90% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0646 | 25.63 | |
| 0.1152 | 39.51 | |
| 0.8567 | 286.92 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices