Nikkei Stock Average Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:157.65% (+28.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1879 | 14.71 | |
| 0.1624 | 19.65 | |
| 0.9492 | 310.40 | |
| 0.0985 | 12.35 |
Estimation Period:
Jan 3, 1990 to Nov 14, 2025
Jan 3, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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