Nikkei 225 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:22.48% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1431 | 10.97 | |
| 0.1151 | 9.70 | |
| 0.8549 | 68.29 | |
| 0.0002 | 1.66 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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