Nikkei 225 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:25.27% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1431 | 10.98 | |
| 0.1151 | 9.67 | |
| 0.8548 | 68.12 | |
| 0.0002 | 1.67 |
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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