V-Lab
Nikkei Stock Average Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, September 12th, 2025:89.78% (-4.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7929 | 9.54 | |
| 0.1082 | 18.08 | |
| 0.8422 | 134.37 | |
| -0.4293 | -8.53 | |
| 1.3685 | 29.50 |
Estimation Period:
Jan 3, 1990 to Aug 8, 2025
Jan 3, 1990 to Aug 8, 2025
News Impact Curve
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