Nikkei 225 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:19.88% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1418 | 10.99 | |
| 0.1148 | 9.70 | |
| 0.8552 | 68.41 | |
| 0.0002 | 1.66 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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