S&P/TOPIX 150 Price Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.39% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 9.49 | |
| 0.2024 | 39.11 | |
| 0.9570 | 562.61 | |
| -0.1023 | -19.09 |
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
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