Tokyo Stock Exchange MOTHERS Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.41% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1771 | 23.31 | |
| 0.1263 | 16.52 | |
| 0.7893 | 163.19 | |
| 0.1168 | 8.84 |
Estimation Period:
Sep 15, 2003 to Dec 30, 2025
Sep 15, 2003 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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