TOPIX 500 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.02% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 8.42 | |
| 0.1801 | 38.21 | |
| 0.9608 | 581.22 | |
| -0.0989 | -19.93 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices