TOPIX Large 70 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.41% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6720 | 11.23 | |
| 0.0746 | 40.45 | |
| 0.9819 | 558.24 | |
| 6.6604 | 7.35 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
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