V-Lab
Nikkei Stock Average Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, September 9th, 2024:198.49% (-19.15%)
Analysis last updated: Friday, September 13, 2024 at 06:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9784 | 8.46 | |
| 0.1049 | 16.49 | |
| 0.8384 | 121.71 | |
| -0.3897 | -7.56 | |
| 1.4704 | 27.40 |
Estimation Period:
Jan 3, 1990 to Sep 6, 2024
Jan 3, 1990 to Sep 6, 2024
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