Nikkei Stock Average Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
228.18%
increased by 19.08%
1 Week
215.60%
increased by 6.50%
1 Month
179.25%
decreased by 29.85%
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 | |
|---|---|---|
| 38.7719 | 13.88 | |
| 0.1244 | 28.66 | |
| 0.9292 | 189.40 | |
| 4.6262 | 10.32 |
Estimation Period:
Jan 3, 1990 to Mar 13, 2026
Jan 3, 1990 to Mar 13, 2026
Other Nikkei Stock Average Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices