S&P/TOPIX 150 Price Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.06% (+2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0583 | 27.86 | |
| 0.1057 | 35.53 | |
| 0.8671 | 270.30 | |
| 0.4540 | 19.17 | |
| 1.4436 | 25.24 |
Estimation Period:
Mar 13, 1997 to Feb 13, 2026
Mar 13, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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