Tokyo Stock Exchange Tokyo Stock Price Index TOPIX GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:19.76% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0569 | 30.14 | |
| 0.1225 | 42.62 | |
| 0.8446 | 285.45 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices