TOPIX Small Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.11% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1140 | 44.80 | |
| 0.1438 | 28.84 | |
| 0.6704 | 150.12 | |
| 0.2019 | 20.14 |
Estimation Period:
Apr 15, 1998 to Dec 30, 2025
Apr 15, 1998 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices