Nikkei 225 GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 9th, 2025:22.13% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0671 | 27.19 | |
| 0.0340 | 10.29 | |
| 0.8644 | 340.71 | |
| 0.1407 | 17.94 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices