V-Lab
Nikkei Stock Average Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 16th, 2025:103.25% (-7.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0854 | 20.22 | |
| 0.1732 | 18.21 | |
| 0.7961 | 110.91 | |
| -0.1088 | -7.01 |
Estimation Period:
Jan 3, 1990 to May 2, 2025
Jan 3, 1990 to May 2, 2025
News Impact Curve
Volatility Forecasts
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