TOPIX 100 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.79% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 9.18 | |
| 0.1777 | 39.59 | |
| 0.9666 | 640.56 | |
| -0.0891 | -18.13 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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