TOPIX Core 30 Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
17.45%
increased by 1.33%
1 Week
17.75%
increased by 1.63%
1 Month
18.74%
increased by 2.62%
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 | |
|---|---|---|
| 0.0448 | 27.91 | |
| 0.0906 | 36.28 | |
| 0.8877 | 384.95 | |
| 0.3528 | 21.12 | |
| 1.7318 | 39.39 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
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