TOPIX 100 Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.51% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0466 | 29.67 | |
| 0.0911 | 35.15 | |
| 0.8842 | 359.00 | |
| 0.4075 | 19.94 | |
| 1.6422 | 39.27 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices