Nikkei Stock Average Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:186.15% (-16.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4719 | 10.21 | |
| 0.1004 | 29.71 | |
| 0.8263 | 173.64 | |
| -3.6304 | -15.87 |
Estimation Period:
Jan 3, 1990 to Nov 14, 2025
Jan 3, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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