S&P/TOPIX 150 Price Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.50% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0580 | 20.14 | |
| 0.1417 | 63.37 | |
| 0.8036 | 422.05 | |
| 0.5817 | 29.08 |
Estimation Period:
Mar 13, 1997 to Feb 10, 2026
Mar 13, 1997 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other S&P/TOPIX 150 Price Index Analyses
Other AGARCH Analyses on Equity Indices