TOPIX Core 30 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.33% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 10.00 | |
| 0.1761 | 38.83 | |
| 0.9704 | 695.64 | |
| -0.0796 | -17.58 |
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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