TOPIX Core 30 Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.50% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0450 | 27.90 | |
| 0.0902 | 35.67 | |
| 0.8872 | 382.27 | |
| 0.3527 | 20.91 | |
| 1.7450 | 39.39 |
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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