Nikkei JASDAQ GARCH Volatility Analysis
Inactive
Last recorded values (Friday, July 1st, 2022):
1 Day
5.57%
1 Week
7.00%
1 Month
11.00%
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 | |
|---|---|---|
| 0.0357 | 21.06 | |
| 0.2904 | 33.44 | |
| 0.7096 | 111.45 |
Estimation Period:
Jan 1, 1990 to Apr 1, 2022
Jan 1, 1990 to Apr 1, 2022
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