Tokyo Stock Exchange Tokyo Stock Price Index TOPIX MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:5.08% (-13.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.7362 | 17,361,860.00 | |
| 0.0161 | 160,990.00 | |
| 0.0415 | 415,070.00 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices