Nikkei Stock Average Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
107.22%
increased by 3.59%
1 Week
106.24%
increased by 2.61%
1 Month
103.61%
decreased by 0.02%
Analysis last updated: Friday, May 29, 2026 at 07:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 39.0142 | 13.51 | |
| 0.1227 | 28.88 | |
| 0.9323 | 193.26 | |
| 4.6288 | 10.34 |
Estimation Period:
Jan 3, 1990 to May 22, 2026
Jan 3, 1990 to May 22, 2026
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