TOPIX Core 30 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
19.41%
increased by 0.47%
1 Week
19.51%
increased by 0.57%
1 Month
19.85%
increased by 0.91%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0523 | 9.25 | |
| 0.0715 | 39.26 | |
| 0.9866 | 662.60 | |
| 6.8189 | 7.35 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
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