TOPIX Core 30 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.18% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0186 | 6.93 | |
| 0.7914 | 109.34 | |
| 0.1647 | 29.33 | |
| 0.0107 | 4.48 | |
| 0.0407 | 5.53 | |
| 0.9539 | 116.10 |
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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