TOPIX Small Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.03% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0221 | 5.28 | |
| 0.6708 | 88.40 | |
| 0.2783 | 36.45 | |
| 0.0369 | 4.23 | |
| 0.0805 | 4.48 | |
| 0.8915 | 37.31 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices