Nikkei Stock Average Volatility Index EGARCH Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
202.14%
increased by 20.02%
1 Week
190.92%
increased by 8.80%
1 Month
162.38%
decreased by 19.74%
Analysis last updated: Friday, March 27, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1698 | 13.93 | |
| 0.1573 | 19.99 | |
| 0.9545 | 341.27 | |
| 0.1019 | 13.41 |
Estimation Period:
Jan 3, 1990 to Mar 13, 2026
Jan 3, 1990 to Mar 13, 2026
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