Nikkei 225 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.48% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1383 | 10.95 | |
| 0.1140 | 9.70 | |
| 0.8564 | 68.97 | |
| 0.0002 | 1.57 |
Estimation Period:
Jan 2, 1990 to Feb 10, 2026
Jan 2, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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