TOPIX 500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.02% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6095 | 11.37 | |
| 0.0756 | 38.58 | |
| 0.9810 | 547.12 | |
| 6.6205 | 7.32 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
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