Nikkei 500 EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.61%
decreased by 0.25%
1 Week
22.45%
decreased by 0.41%
1 Month
21.93%
decreased by 0.93%
Analysis last updated: Friday, June 12, 2026 at 07:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 9.88 | |
| 0.1998 | 45.14 | |
| 0.9618 | 712.41 | |
| -0.0968 | -21.63 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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