S&P/TOPIX 150 Price Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.00% (-2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0177 | 6.30 | |
| 0.1568 | 12.13 | |
| 0.8218 | 82.44 | |
| 0.0396 | 0.92 |
Estimation Period:
Apr 6, 2001 to Jan 5, 2026
Apr 6, 2001 to Jan 5, 2026
News Impact Curve
Volatility Forecasts
Other S&P/TOPIX 150 Price Index Analyses
Other Asy. MEM Analyses on Equity Indices