TOPIX 500 Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
21.18%
decreased by 0.92%
1 Week
21.12%
decreased by 0.98%
1 Month
20.94%
decreased by 1.16%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 9.28 | |
| 0.1024 | 41.71 | |
| 0.8584 | 317.09 | |
| 0.6276 | 26.78 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
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