Nikkei 225 GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:25.58% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0672 | 27.22 | |
| 0.0342 | 10.33 | |
| 0.8641 | 339.93 | |
| 0.1409 | 17.93 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices