TOPIX Large 70 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.43% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 8.58 | |
| 0.1791 | 39.05 | |
| 0.9633 | 578.23 | |
| -0.0954 | -18.42 |
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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