Nikkei 225 Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.10% (+6.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1753 | 9.80 | |
| 0.1138 | 9.75 | |
| 0.8569 | 69.31 | |
| 0.0005 | 0.98 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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