Nikkei 225 GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 19th, 2025:30.00% (+8.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0672 | 27.21 | |
| 0.0341 | 10.31 | |
| 0.8642 | 339.97 | |
| 0.1408 | 17.92 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices