TOPIX Small Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.43% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3547 | 16.69 | |
| 0.1083 | 36.76 | |
| 0.9622 | 412.24 | |
| 6.5918 | 8.04 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
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