Nikkei Stock Average Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:123.87% (+17.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1675 | 20.98 | |
| 0.1770 | 18.76 | |
| 0.7914 | 111.89 | |
| -0.1078 | -6.98 |
Estimation Period:
Jan 3, 1990 to Nov 14, 2025
Jan 3, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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