TOPIX 100 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.16% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 9.75 | |
| 0.1001 | 41.99 | |
| 0.8674 | 345.84 | |
| 0.6027 | 27.59 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices