V-Lab
Nikkei Stock Average Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, September 9th, 2024:181.54% (-13.50%)
Analysis last updated: Friday, September 13, 2024 at 06:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1893 | 13.53 | |
| 0.1573 | 18.33 | |
| 0.9483 | 278.42 | |
| 0.0965 | 11.57 |
Estimation Period:
Jan 3, 1990 to Sep 6, 2024
Jan 3, 1990 to Sep 6, 2024
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