S&P/TOPIX 150 Price Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.18% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9553 | 13.00 | |
| 0.0845 | 40.59 | |
| 0.9818 | 630.17 | |
| 7.7633 | 6.83 |
Estimation Period:
Mar 13, 1997 to Feb 10, 2026
Mar 13, 1997 to Feb 10, 2026
Other S&P/TOPIX 150 Price Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices