TOPIX 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.52% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8292 | 9.74 | |
| 0.0726 | 39.82 | |
| 0.9850 | 599.87 | |
| 6.6436 | 7.52 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
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