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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.8623	9.63***
α ARCH Response to squared shocks	0.0724	39.93***
β GARCH Volatility persistence	0.9854	608.99***
ν DF Student-t tail thickness	6.6648	7.55***

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TOPIX 100 Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other TOPIX 100 Index Analyses