TOPIX Mid 400 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.07% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0050 | 1.78 | |
| 0.7559 | 108.71 | |
| 0.2115 | 35.89 | |
| 0.0262 | 3.95 | |
| 0.0600 | 4.50 | |
| 0.9197 | 52.89 |
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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