Tokyo Stock Exchange MOTHERS Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.16% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1371 | 16.83 | |
| 0.1901 | 35.23 | |
| 0.7818 | 163.86 | |
| 0.5723 | 16.52 |
Estimation Period:
Sep 15, 2003 to Dec 30, 2025
Sep 15, 2003 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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