Tokyo Stock Exchange Tokyo Price Index TOPIX GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:16.41% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6580 | 10.49 | |
| 0.0798 | 38.09 | |
| 0.9808 | 510.84 | |
| 6.4260 | 7.60 |
Estimation Period:
Jan 2, 1990 to Apr 4, 2025
Jan 2, 1990 to Apr 4, 2025
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