Nikkei Stock Average Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:159.90% (-13.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4802 | 10.22 | |
| 0.1006 | 29.67 | |
| 0.8257 | 172.16 | |
| -3.6352 | -15.91 |
Estimation Period:
Jan 3, 1990 to Oct 24, 2025
Jan 3, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
Other Nikkei Stock Average Volatility Index Analyses
Other AGARCH Analyses on Volatility Indices