Nikkei Stock Average Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:125.94% (+10.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1894 | 14.57 | |
| 0.1618 | 19.46 | |
| 0.9487 | 304.27 | |
| 0.0990 | 12.33 |
Estimation Period:
Jan 3, 1990 to Sep 26, 2025
Jan 3, 1990 to Sep 26, 2025
News Impact Curve
Volatility Forecasts
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