Nikkei 225 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:25.96% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2191 | 11.35 | |
| 0.0841 | 39.71 | |
| 0.9822 | 547.50 | |
| 7.6576 | 6.78 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
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