V-Lab
V-Lab
TOPIX Mid 400 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:3.80% (-7.03%)

Analysis last updated: Friday, May 3, 2024 at 06:12 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of TOPIX Mid 400 Index MF2-GARCH
paramt-stat
m41
α1.00009999900.00
β0.0000100.00
γ0.00000.00
λ11.024018.98
λ20.395513.34
λ30.00000.00
Estimation Period:
Jan 4, 1993 to May 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts