TOPIX Core 30 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.68% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0158 | 9.31 | |
| 0.0716 | 39.11 | |
| 0.9863 | 648.85 | |
| 6.7786 | 7.32 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
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