V-Lab
Nikkei Stock Average Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, June 27th, 2025:108.19% (-6.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36.9666 | 14.80 | |
| 0.1227 | 27.69 | |
| 0.9225 | 182.71 | |
| 4.6596 | 9.71 |
Estimation Period:
Jan 3, 1990 to Jun 13, 2025
Jan 3, 1990 to Jun 13, 2025
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