TOPIX 100 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
19.87%
increased by 0.27%
1 Week
19.92%
increased by 0.32%
1 Month
20.12%
increased by 0.52%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8623 | 9.63 | |
| 0.0724 | 39.93 | |
| 0.9854 | 608.99 | |
| 6.6648 | 7.55 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
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