TOPIX Mid 400 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:15.53% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 8.68 | |
| 0.1058 | 38.24 | |
| 0.8471 | 275.56 | |
| 0.6136 | 20.34 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices