Tokyo Stock Exchange Tokyo Stock Price Index TOPIX GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.32% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6388 | 11.61 | |
| 0.0823 | 38.92 | |
| 0.9787 | 511.88 | |
| 6.3364 | 8.08 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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