Nikkei 225 GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:23.93% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0672 | 27.14 | |
| 0.0337 | 10.09 | |
| 0.8644 | 338.98 | |
| 0.1410 | 17.94 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices