V-Lab
V-Lab
Nikkei Stock Average Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:117.09% (+12.06%)
Analysis last updated: Saturday, June 14, 2025 at 12:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nikkei Stock Average Volatility Index EGARCH
paramt-stat
ω0.188414.27
α0.160619.17
β0.9489299.61
γ0.098812.22
Estimation Period:
Jan 3, 1990 to May 23, 2025
Impact of return on volatility tomorrow
Volatility Forecasts