Tokyo Stock Exchange Tokyo Stock Price Index TOPIX EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 16th, 2026
1 Day
21.22%
increased by 0.34%
1 Week
21.14%
increased by 0.26%
1 Month
20.89%
increased by 0.01%
Analysis last updated: Tuesday, June 16, 2026 at 05:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 8.71 | |
| 0.1838 | 41.84 | |
| 0.9593 | 621.74 | |
| -0.1039 | -22.79 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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