TOPIX Core 30 Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.34% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0463 | 26.30 | |
| 0.1047 | 38.89 | |
| 0.8741 | 333.35 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices