Nikkei Stock Average Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:161.25% (-20.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7003 | 19.00 | |
| 0.1531 | 26.35 | |
| 0.7562 | 90.61 |
Estimation Period:
Jan 3, 1990 to Oct 24, 2025
Jan 3, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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