Nikkei Stock Average Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:160.04% (-17.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2032 | 20.93 | |
| 0.1785 | 18.79 | |
| 0.7896 | 110.42 | |
| -0.1090 | -7.01 |
Estimation Period:
Jan 3, 1990 to Oct 24, 2025
Jan 3, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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