Nikkei Stock Average Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:123.23% (+11.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7492 | 9.77 | |
| 0.1079 | 18.33 | |
| 0.8442 | 137.02 | |
| -0.4406 | -8.71 | |
| 1.3425 | 29.85 |
Estimation Period:
Jan 3, 1990 to Sep 26, 2025
Jan 3, 1990 to Sep 26, 2025
News Impact Curve
Volatility Forecasts
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