S&P/TOPIX 150 Price Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.66% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0674 | 26.63 | |
| 0.0408 | 11.37 | |
| 0.8504 | 333.63 | |
| 0.1437 | 15.80 |
Estimation Period:
Mar 13, 1997 to Feb 13, 2026
Mar 13, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P/TOPIX 150 Price Index Analyses
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