TOPIX Small Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.02% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0871 | 35.40 | |
| 0.0477 | 10.67 | |
| 0.7853 | 215.33 | |
| 0.2063 | 19.03 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices