S&P/TOPIX 150 Price Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.79% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1430 | 11.30 | |
| 0.1258 | 9.38 | |
| 0.8361 | 62.14 | |
| 0.0004 | 2.30 |
Estimation Period:
Mar 13, 1997 to Feb 10, 2026
Mar 13, 1997 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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