Tokyo Stock Exchange Tokyo Stock Price Index TOPIX GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.37% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0581 | 27.82 | |
| 0.0328 | 11.44 | |
| 0.8571 | 356.83 | |
| 0.1466 | 19.40 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices