V-Lab
Nikkei Stock Average Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:104.24% (+22.56%)
Analysis last updated: Friday, December 20, 2024 at 09:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.8218 | 15.13 | |
| 0.1198 | 26.71 | |
| 0.9195 | 180.30 | |
| 5 | 9.31 |
Estimation Period:
Jan 3, 1990 to Nov 22, 2024
Jan 3, 1990 to Nov 22, 2024
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