Nikkei Stock Average Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:117.31% (-17.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 37.9517 | 14.65 | |
| 0.1265 | 28.32 | |
| 0.9242 | 183.70 | |
| 4.6850 | 10.05 |
Estimation Period:
Jan 3, 1990 to Dec 26, 2025
Jan 3, 1990 to Dec 26, 2025
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