S&P/TOPIX 150 Price Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.08% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0139 | 4.41 | |
| 0.7801 | 120.05 | |
| 0.1928 | 32.08 | |
| 0.0154 | 4.35 | |
| 0.0456 | 5.11 | |
| 0.9459 | 92.80 |
Estimation Period:
Mar 13, 1997 to Feb 6, 2026
Mar 13, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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