Nikkei Stock Average Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 19th, 2026
1 Day
110.45%
decreased by 12.05%
1 Week
109.09%
decreased by 13.41%
1 Month
105.44%
decreased by 17.06%
Analysis last updated: Friday, June 19, 2026 at 09:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 38.9937 | 13.50 | |
| 0.1222 | 28.91 | |
| 0.9328 | 194.37 | |
| 4.6352 | 10.31 |
Estimation Period:
Jan 3, 1990 to Jun 5, 2026
Jan 3, 1990 to Jun 5, 2026
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