TOPIX 100 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
21.13%
decreased by 0.71%
1 Week
21.15%
decreased by 0.69%
1 Month
21.20%
decreased by 0.64%
Analysis last updated: Friday, June 12, 2026 at 10:24 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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