V-Lab: Tokyo Stock Exchange Tokyo Price Index TOPIX GJR-GARCH Volatility Analysis

V-Lab

Tokyo Stock Exchange Tokyo Price Index TOPIX GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 2nd, 2025:26.71% (-1.72%)

Analysis last updated: Friday, May 2, 2025 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0525	26.96
$α$	0.0325	11.33
$β$	0.8645	365.22
$γ$	0.1400	18.96

Estimation Period:
Jan 2, 1990 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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