V-Lab
Nikkei Stock Average Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, August 21st, 2025:79.76% (-4.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1525 | 20.65 | |
| 0.1763 | 18.52 | |
| 0.7924 | 110.47 | |
| -0.1101 | -7.09 |
Estimation Period:
Jan 3, 1990 to Aug 8, 2025
Jan 3, 1990 to Aug 8, 2025
News Impact Curve
Volatility Forecasts
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