TOPIX Small Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.80% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0549 | 18.24 | |
| 0.1445 | 39.23 | |
| 0.7792 | 186.69 | |
| 0.5900 | 33.73 |
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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