TOPIX 100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.13% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0144 | 5.35 | |
| 0.7864 | 112.12 | |
| 0.1765 | 30.90 | |
| 0.0120 | 4.40 | |
| 0.0427 | 5.32 | |
| 0.9505 | 103.81 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices