Nikkei Stock Average Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, March 16th, 2026
1 Day
172.09%
decreased by 22.30%
1 Week
164.31%
decreased by 30.08%
1 Month
142.35%
decreased by 52.04%
Analysis last updated: Thursday, March 26, 2026 at 06:42 AM UTC
Parameter 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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