Nikkei Stock Average Volatility Index GARCH Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
249.60%
decreased by 6.03%
1 Week
234.01%
decreased by 21.62%
1 Month
190.54%
decreased by 65.09%
Analysis last updated: Friday, March 27, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4377 | 19.49 | |
| 0.1542 | 27.62 | |
| 0.7664 | 103.71 |
Estimation Period:
Jan 3, 1990 to Mar 13, 2026
Jan 3, 1990 to Mar 13, 2026
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