Nikkei JASDAQ GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Friday, July 1st, 2022):
1 Day
4.44%
1 Week
5.55%
1 Month
8.44%
Analysis last updated: Wednesday, June 3, 2026 at 03:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7814 | 5.64 | |
| 0.1828 | 53.10 | |
| 0.9870 | 446.40 | |
| 5.4921 | 17.82 |
Estimation Period:
Jan 1, 1990 to Apr 1, 2022
Jan 1, 1990 to Apr 1, 2022
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