S&P/TOPIX 150 Price Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.88% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0624 | 27.93 | |
| 0.1249 | 40.64 | |
| 0.8431 | 278.91 |
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 GARCH Analyses on Equity Indices