TOPIX Core 30 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.38% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 11.89 | |
| 0.0988 | 41.10 | |
| 0.8737 | 363.29 | |
| 0.5541 | 26.48 |
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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