V-Lab
Nikkei Stock Average Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, September 12th, 2025:80.65% (-6.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36.9168 | 14.97 | |
| 0.1229 | 27.80 | |
| 0.9221 | 183.55 | |
| 4.6787 | 9.69 |
Estimation Period:
Jan 3, 1990 to Aug 8, 2025
Jan 3, 1990 to Aug 8, 2025
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