Tokyo Stock Exchange MOTHERS Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.62% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1471 | 20.73 | |
| 0.1735 | 36.08 | |
| 0.8081 | 169.23 |
Estimation Period:
Sep 15, 2003 to Dec 30, 2025
Sep 15, 2003 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices