Nikkei Stock Average Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2893	10.82***
α ARCH Response to squared shocks	0.0833	40.05***
β GARCH Volatility persistence	0.9833	564.81***
ν DF Student-t tail thickness	7.6065	6.90***

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Nikkei 225 GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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