V-Lab
V-Lab
Nikkei Stock Average Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:111.50% (-7.55%)
Analysis last updated: Saturday, July 12, 2025 at 12:24 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nikkei Stock Average Volatility Index EGARCH
paramt-stat
ω0.186814.36
α0.161119.30
β0.9494304.49
γ0.098412.27
Estimation Period:
Jan 3, 1990 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts