TOPIX Small Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:17.06% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 7.67 | |
| 0.2401 | 38.42 | |
| 0.9293 | 448.27 | |
| -0.1287 | -23.39 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices