Nikkei 500 GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:18.35% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0503 | 29.83 | |
| 0.1286 | 45.14 | |
| 0.8438 | 291.88 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices