Nikkei 500 AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.20% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0251 | 12.44 | |
| 0.1162 | 48.01 | |
| 0.8481 | 324.06 | |
| 0.5529 | 30.04 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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