Tokyo Stock Exchange Tokyo Stock Price Index TOPIX GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:18.37% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6416 | 11.68 | |
| 0.0824 | 38.99 | |
| 0.9787 | 514.57 | |
| 6.3578 | 8.07 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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