TOPIX Mid 400 Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.78% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0562 | 27.71 | |
| 0.1205 | 36.91 | |
| 0.8407 | 238.56 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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