V-Lab
Nikkei Stock Average Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, August 7th, 2025:85.02% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7899 | 9.53 | |
| 0.1081 | 18.07 | |
| 0.8425 | 134.52 | |
| -0.4298 | -8.53 | |
| 1.3673 | 29.45 |
Estimation Period:
Jan 3, 1990 to Jul 25, 2025
Jan 3, 1990 to Jul 25, 2025
News Impact Curve
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