V-Lab
Nikkei Stock Average Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2025:116.98% (+6.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1129 | 20.07 | |
| 0.1744 | 18.23 | |
| 0.7947 | 109.10 | |
| -0.1098 | -7.03 |
Estimation Period:
Jan 3, 1990 to Apr 18, 2025
Jan 3, 1990 to Apr 18, 2025
News Impact Curve
Volatility Forecasts
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