TOPIX 100 Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
17.24%
increased by 1.28%
1 Week
17.52%
increased by 1.56%
1 Month
18.43%
increased by 2.47%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 29.72 | |
| 0.0915 | 35.79 | |
| 0.8845 | 361.74 | |
| 0.4065 | 20.24 | |
| 1.6341 | 39.27 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
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