Nikkei Stock Average Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:179.05% (-25.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 37.4039 | 14.87 | |
| 0.1244 | 27.97 | |
| 0.9229 | 183.48 | |
| 4.6815 | 9.86 |
Estimation Period:
Jan 3, 1990 to Nov 14, 2025
Jan 3, 1990 to Nov 14, 2025
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