Nikkei Stock Average Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:195.49% (-17.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4463 | 10.03 | |
| 0.1021 | 30.01 | |
| 0.8257 | 174.98 | |
| -3.6296 | -16.16 |
Estimation Period:
Jan 3, 1990 to Dec 26, 2025
Jan 3, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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