TOPIX Large 70 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.98% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 7.62 | |
| 0.0996 | 41.16 | |
| 0.8633 | 310.31 | |
| 0.6462 | 24.73 |
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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