TOPIX 500 Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
22.13%
decreased by 0.76%
1 Week
22.00%
decreased by 0.89%
1 Month
21.62%
decreased by 1.27%
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 | |
|---|---|---|
| 0.0202 | 8.68 | |
| 0.1809 | 38.76 | |
| 0.9607 | 585.45 | |
| -0.0987 | -20.06 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
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