V-Lab
Nikkei Stock Average Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2025:136.63% (+22.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36.7296 | 14.91 | |
| 0.1222 | 27.51 | |
| 0.9215 | 182.65 | |
| 4.6501 | 9.63 |
Estimation Period:
Jan 3, 1990 to Apr 18, 2025
Jan 3, 1990 to Apr 18, 2025
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