Tokyo Stock Exchange MOTHERS Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.79% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1028 | 25.61 | |
| 0.3281 | 36.99 | |
| 0.9314 | 333.10 | |
| -0.0799 | -11.18 |
Estimation Period:
Sep 15, 2003 to Dec 30, 2025
Sep 15, 2003 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices