Nikkei 225 GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.56% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0642 | 25.65 | |
| 0.1142 | 39.42 | |
| 0.8579 | 288.75 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices