S&P/TOPIX 150 Price Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.05% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1877 | 10.29 | |
| 0.1263 | 9.50 | |
| 0.8362 | 62.37 | |
| 0.0010 | 1.10 |
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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