TOPIX Mid 400 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:15.74% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 6.09 | |
| 0.1880 | 34.21 | |
| 0.9515 | 504.52 | |
| -0.1116 | -21.94 |
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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