Tokyo Stock Exchange Tokyo Stock Price Index TOPIX Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
27.93%
increased by 1.25%
1 Week
27.44%
increased by 0.76%
1 Month
25.84%
decreased by 0.84%
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 | |
|---|---|---|
| 0.0642 | 38.54 | |
| 0.1486 | 34.73 | |
| 0.7410 | 239.02 | |
| 0.1431 | 17.54 |
Estimation Period:
Jan 4, 1990 to Mar 19, 2026
Jan 4, 1990 to Mar 19, 2026
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