V-Lab
V-Lab
Nikkei Stock Average Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, September 12th, 2025:96.95% (-3.18%)
Analysis last updated: Friday, September 12, 2025 at 11:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nikkei Stock Average Volatility Index EGARCH
paramt-stat
ω0.190214.55
α0.162219.39
β0.9484301.85
γ0.098812.24
Estimation Period:
Jan 3, 1990 to Aug 8, 2025
Impact of return on volatility tomorrow
Volatility Forecasts