V-Lab
Nikkei Stock Average Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:111.67% (+38.06%)
Analysis last updated: Friday, December 20, 2024 at 09:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0108 | 19.35 | |
| 0.1653 | 17.76 | |
| 0.8015 | 108.38 | |
| -0.1039 | -6.73 |
Estimation Period:
Jan 3, 1990 to Nov 22, 2024
Jan 3, 1990 to Nov 22, 2024
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