Nikkei 225 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:25.37% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2139 | 11.32 | |
| 0.0842 | 39.62 | |
| 0.9821 | 543.18 | |
| 7.6185 | 6.80 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
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