Nikkei Stock Average Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
143.45%
decreased by 1.48%
1 Week
138.39%
decreased by 6.54%
1 Month
124.44%
decreased by 20.49%
Analysis last updated: Saturday, May 2, 2026 at 03:34 AM 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
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