Nikkei 225 APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.14% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0539 | 31.43 | |
| 0.1014 | 34.95 | |
| 0.8822 | 319.41 | |
| 0.5698 | 21.51 | |
| 1.1159 | 31.65 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices