TOPIX Mid 400 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.58% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3558 | 14.67 | |
| 0.0822 | 37.83 | |
| 0.9732 | 498.29 | |
| 6.6589 | 7.12 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
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