TOPIX 500 Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.18% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0519 | 27.13 | |
| 0.1123 | 38.27 | |
| 0.8572 | 282.53 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices