Nikkei 225 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:24.31% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2137 | 11.39 | |
| 0.0843 | 39.64 | |
| 0.9821 | 545.29 | |
| 7.6460 | 6.79 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
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