V-Lab
Nikkei Stock Average Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 17th, 2025:134.13% (+6.12%)
Analysis last updated: Saturday, January 18, 2025 at 08:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.8118 | 15.21 | |
| 0.1199 | 26.68 | |
| 0.9190 | 179.94 | |
| 5 | 9.30 |
Estimation Period:
Jan 3, 1990 to Dec 27, 2024
Jan 3, 1990 to Dec 27, 2024
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