Nikkei 225 Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:23.63% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1788 | 9.79 | |
| 0.1140 | 9.78 | |
| 0.8569 | 69.46 | |
| 0.0005 | 1.03 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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