V-Lab
V-Lab
Tokyo Stock Exchange Tokyo Price Index TOPIX GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:18.64% (-0.96%)

Analysis last updated: Friday, May 10, 2024 at 08:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tokyo Stock Exchange Tokyo Price Index TOPIX GJR-GARCH
paramt-stat
ω0.049126.88
α0.031311.07
β0.8704388.06
γ0.134519.28
Estimation Period:
Jan 2, 1990 to May 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts