V-Lab
Nikkei Stock Average Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:95.24% (-6.84%)
Analysis last updated: Thursday, November 28, 2024 at 12:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4161 | 9.70 | |
| 0.0944 | 28.73 | |
| 0.8305 | 175.27 | |
| -3.7502 | -15.40 |
Estimation Period:
Jan 3, 1990 to Nov 22, 2024
Jan 3, 1990 to Nov 22, 2024
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