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
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