Nikkei 225 EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.41% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 11.11 | |
| 0.1894 | 38.00 | |
| 0.9607 | 663.48 | |
| -0.1047 | -21.83 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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