V-Lab
Nikkei Stock Average Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:96.13% (-6.84%)
Analysis last updated: Saturday, April 20, 2024 at 03:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6683 | 11.10 | |
| 0.0976 | 27.87 | |
| 0.8191 | 159.40 | |
| -3.6675 | -15.13 |
Estimation Period:
Jan 3, 1990 to Mar 29, 2024
Jan 3, 1990 to Mar 29, 2024
News Impact Curve
Volatility Forecasts
Other Nikkei Stock Average Volatility Index Analyses