TOPIX 500 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.09% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0559 | 25.46 | |
| 0.0324 | 10.27 | |
| 0.8644 | 345.91 | |
| 0.1360 | 16.96 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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