TOPIX Mid 400 Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.43% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0568 | 33.42 | |
| 0.0970 | 27.47 | |
| 0.8632 | 267.15 | |
| 0.5231 | 15.98 | |
| 1.5165 | 40.10 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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