V-Lab: Nikkei 225 Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Nikkei 225 Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, October 9th, 2025:26.21% (-1.69%)

Analysis last updated: Wednesday, October 8, 2025 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1473	10.94
$α$	0.1143	9.66
$β$	0.8560	68.86
$γ_{1}$	0.0002	1.76

Estimation Period:
Jan 2, 1990 to Oct 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts