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	param	t-stat
$m$	21
$α$	0.0184	6.92
$β$	0.7908	109.51
$γ$	0.1651	29.53
$λ_{1}$	0.0107	4.42
$λ_{2}$	0.0413	5.54
$λ_{3}$	0.9534	114.76

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TOPIX Core 30 Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other TOPIX Core 30 Index Analyses