TOPIX Large 70 Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.47% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0508 | 27.79 | |
| 0.1105 | 38.61 | |
| 0.8607 | 287.58 |
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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