V-Lab
Nikkei Stock Average Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:150.19% (+7.56%)
Analysis last updated: Friday, September 20, 2024 at 05:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.3848 | 15.54 | |
| 0.1220 | 26.25 | |
| 0.9138 | 170.83 | |
| 5 | 9.21 |
Estimation Period:
Jan 3, 1990 to Sep 6, 2024
Jan 3, 1990 to Sep 6, 2024
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