TOPIX 500 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.57% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 9.04 | |
| 0.1018 | 41.19 | |
| 0.8584 | 314.78 | |
| 0.6310 | 26.48 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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