Tokyo Stock Exchange Tokyo Stock Price Index TOPIX EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.36% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 8.60 | |
| 0.1839 | 41.85 | |
| 0.9594 | 617.79 | |
| -0.1035 | -22.53 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices