Nikkei Stock Average Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:221.81% (-8.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 38.7930 | 13.82 | |
| 0.1241 | 28.67 | |
| 0.9297 | 189.73 | |
| 4.6238 | 10.32 |
Estimation Period:
Jan 3, 1990 to Mar 6, 2026
Jan 3, 1990 to Mar 6, 2026
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