TOPIX Core 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.40% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0482 | 23.34 | |
| 0.0401 | 14.37 | |
| 0.8813 | 405.93 | |
| 0.1111 | 15.16 |
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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