Tokyo Stock Exchange Tokyo Stock Price Index TOPIX MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
21.48%
decreased by 1.85%
1 Week
21.54%
decreased by 1.79%
1 Month
21.74%
decreased by 1.59%
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 | |
|---|---|---|
| 0.0675 | 13.68 | |
| 0.2520 | 48.25 | |
| 0.7141 | 203.86 |
Estimation Period:
Jan 4, 1990 to Mar 19, 2026
Jan 4, 1990 to Mar 19, 2026
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