Tokyo Stock Exchange Tokyo Stock Price Index TOPIX GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.97% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0569 | 30.12 | |
| 0.1227 | 42.56 | |
| 0.8444 | 284.58 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices