TOPIX Core 30 Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
20.10%
decreased by 0.28%
1 Week
20.24%
decreased by 0.14%
1 Month
20.73%
increased by 0.35%
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 | |
|---|---|---|
| 0.0481 | 23.46 | |
| 0.0405 | 14.68 | |
| 0.8814 | 408.82 | |
| 0.1108 | 15.24 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
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