Tokyo Stock Exchange Tokyo Stock Price Index TOPIX MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.29% (-28.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.7914 | 17,914,480.00 | |
| 0.0145 | 144,670.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Feb 10, 2026
Jan 2, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices