V-Lab
Nikkei Stock Average Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, July 4th, 2025:110.62% (-8.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4615 | 10.08 | |
| 0.0994 | 29.32 | |
| 0.8268 | 173.04 | |
| -3.6499 | -15.78 |
Estimation Period:
Jan 3, 1990 to Jun 13, 2025
Jan 3, 1990 to Jun 13, 2025
News Impact Curve
Volatility Forecasts
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