TOPIX Large 70 Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.77% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0501 | 30.24 | |
| 0.0916 | 33.78 | |
| 0.8788 | 322.49 | |
| 0.4463 | 17.43 | |
| 1.6130 | 39.73 |
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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