Nikkei Stock Average Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:166.80% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 37.9316 | 14.66 | |
| 0.1266 | 28.26 | |
| 0.9238 | 183.48 | |
| 4.6790 | 10.04 |
Estimation Period:
Jan 3, 1990 to Dec 12, 2025
Jan 3, 1990 to Dec 12, 2025
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