Tokyo Stock Exchange Tokyo Stock Price Index TOPIX GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.62% (+2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0581 | 27.90 | |
| 0.0333 | 11.64 | |
| 0.8569 | 357.06 | |
| 0.1462 | 19.34 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices