Tokyo Stock Exchange Tokyo Stock Price Index TOPIX AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:18.31% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 9.64 | |
| 0.1080 | 45.70 | |
| 0.8490 | 325.93 | |
| 0.6333 | 28.84 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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