Forecasting Financial Crashes: Revisit to Log-Periodic Power Law

Table 3

Summary of predicted critical times. The last date is divided into three different groups, which are from one to three months before the actual critical point.

Index	Last date	95% prediction interval	IQR	P 60
NASDAQ	10/02/2000	[13/01/2000–17/05/2000]	25	99%
	12/01/2000	[23/12/1999–01/05/2000]	43	99%
	14/12/1999	[14/12/1999–12/04/2000]	13	98%
NIKKEI	01/12/1989	[18/12/1989–07/05/1990]	19	86%
	01/11/1989	[27/11/1989–22/03/1990]	10	99%
	03/10/1989	[23/10/1989–18/01/1990]	11	100%
HSI	02/10/2007	[09/10/2007–12/02/2008]	19	97%
	04/09/2007	[02/10/2007–02/01/2008]	18	99%
	07/08/2007	[03/09/2007–10/12/2007]	17	99%
SSEC	15/05/2015	[17/04/2015–29/09/2015]	17	97%
	16/04/2015	[18/03/2015–14/09/2015]	34	93%
	18/03/2015	[04/02/2015–14/08/2015]	10	77%