TOPIX Small Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:16.70% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0819 | 39.79 | |
| 0.1338 | 32.02 | |
| 0.8107 | 205.41 | |
| 0.4813 | 22.23 | |
| 1.4824 | 39.21 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices