Nikkei Stock Average Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:130.30% (+9.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 37.1768 | 15.02 | |
| 0.1241 | 27.83 | |
| 0.9216 | 182.93 | |
| 4.6740 | 9.79 |
Estimation Period:
Jan 3, 1990 to Sep 26, 2025
Jan 3, 1990 to Sep 26, 2025
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