Nikkei 225 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:24.88% (+1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1423 | 10.96 | |
| 0.1148 | 9.70 | |
| 0.8554 | 68.49 | |
| 0.0002 | 1.64 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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