TOPIX Large 70 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.13% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0132 | 4.79 | |
| 0.7824 | 116.07 | |
| 0.1837 | 31.55 | |
| 0.0152 | 4.60 | |
| 0.0448 | 5.31 | |
| 0.9458 | 94.93 |
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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