TOPIX 100 Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.53% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 26.97 | |
| 0.1075 | 39.02 | |
| 0.8682 | 316.07 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices