Tokyo Stock Exchange Tokyo Stock Price Index TOPIX APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.27% (+3.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0520 | 33.93 | |
| 0.0966 | 35.48 | |
| 0.8740 | 336.80 | |
| 0.4980 | 21.75 | |
| 1.4811 | 40.33 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices