Nikkei 225 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.52% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2094 | 11.34 | |
| 0.0836 | 39.63 | |
| 0.9821 | 544.72 | |
| 7.6298 | 6.77 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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