V-Lab
Nikkei Stock Average Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, September 9th, 2024:202.09% (-25.11%)
Analysis last updated: Friday, September 13, 2024 at 06:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4759 | 17.71 | |
| 0.1401 | 24.76 | |
| 0.7698 | 89.75 |
Estimation Period:
Jan 3, 1990 to Sep 6, 2024
Jan 3, 1990 to Sep 6, 2024
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