TOPIX Mid 400 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.69% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0608 | 27.30 | |
| 0.0305 | 8.56 | |
| 0.8473 | 292.16 | |
| 0.1540 | 18.28 |
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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