Nikkei Stock Average Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:111.54% (-16.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 37.3922 | 14.95 | |
| 0.1251 | 27.88 | |
| 0.9221 | 183.06 | |
| 4.6796 | 9.87 |
Estimation Period:
Jan 3, 1990 to Oct 24, 2025
Jan 3, 1990 to Oct 24, 2025
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