Nikkei Stock Average Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:244.07% (-22.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1693 | 13.91 | |
| 0.1572 | 19.97 | |
| 0.9547 | 341.94 | |
| 0.1019 | 13.43 |
Estimation Period:
Jan 3, 1990 to Mar 6, 2026
Jan 3, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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