Nikkei Stock Average Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:166.91% (+33.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6923 | 10.03 | |
| 0.1076 | 18.75 | |
| 0.8470 | 141.74 | |
| -0.4501 | -8.91 | |
| 1.3113 | 30.05 |
Estimation Period:
Jan 3, 1990 to Nov 14, 2025
Jan 3, 1990 to Nov 14, 2025
News Impact Curve
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