Nikkei Stock Average Volatility Index AGARCH Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
125.27%
decreased by 9.85%
1 Week
122.35%
decreased by 12.77%
1 Month
114.39%
decreased by 20.73%
Analysis last updated: Saturday, May 2, 2026 at 03:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2954 | 9.00 | |
| 0.1020 | 30.66 | |
| 0.8300 | 187.10 | |
| -3.7134 | -16.61 |
Estimation Period:
Jan 3, 1990 to Mar 13, 2026
Jan 3, 1990 to Mar 13, 2026
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