TOPIX 500 Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.83% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0514 | 31.06 | |
| 0.0923 | 32.14 | |
| 0.8763 | 321.45 | |
| 0.4660 | 18.73 | |
| 1.5820 | 40.05 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices