Nikkei Stock Average Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:310.44% (-34.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4217 | 19.46 | |
| 0.1541 | 27.61 | |
| 0.7670 | 104.23 |
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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