TOPIX Large 70 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.40% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0544 | 24.64 | |
| 0.0333 | 10.91 | |
| 0.8685 | 344.23 | |
| 0.1311 | 16.62 |
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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