Nikkei 500 EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.64% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 9.76 | |
| 0.1998 | 44.70 | |
| 0.9617 | 705.06 | |
| -0.0964 | -21.30 |
Estimation Period:
Jan 2, 1990 to Feb 10, 2026
Jan 2, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices