Nikkei 225 MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:26.25% (+7.59%)
Parameter Estimates
param | t-stat | |
---|---|---|
21 | ||
0.0106 | 3.86 | |
0.7937 | 134.95 | |
0.1853 | 32.72 | |
0.0277 | 5.01 | |
0.0550 | 5.45 | |
0.9312 | 76.49 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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