V-Lab
Nikkei Stock Average Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:107.43% (-0.61%)
Analysis last updated: Thursday, November 28, 2024 at 12:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1855 | 13.58 | |
| 0.1562 | 18.51 | |
| 0.9494 | 288.14 | |
| 0.0966 | 11.79 |
Estimation Period:
Jan 3, 1990 to Nov 22, 2024
Jan 3, 1990 to Nov 22, 2024
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