Nikkei Stock Average Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:216.95% (-17.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 37.1506 | 14.99 | |
| 0.1235 | 27.84 | |
| 0.9221 | 183.64 | |
| 4.6770 | 9.76 |
Estimation Period:
Jan 3, 1990 to Oct 10, 2025
Jan 3, 1990 to Oct 10, 2025
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