Tokyo Stock Exchange Tokyo Price Index TOPIX GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:15.97% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0525 | 26.96 | |
| 0.0325 | 11.33 | |
| 0.8645 | 365.22 | |
| 0.1400 | 18.96 |
Estimation Period:
Jan 2, 1990 to Apr 4, 2025
Jan 2, 1990 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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