TOPIX 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.69% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0504 | 24.10 | |
| 0.0363 | 12.22 | |
| 0.8755 | 384.83 | |
| 0.1217 | 15.63 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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