TOPIX Large 70 Index APARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
24.27%
decreased by 1.18%
1 Week
24.07%
decreased by 1.38%
1 Month
23.44%
decreased by 2.01%
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 | |
|---|---|---|
| 0.0506 | 30.39 | |
| 0.0921 | 34.37 | |
| 0.8784 | 324.36 | |
| 0.4420 | 17.80 | |
| 1.6159 | 39.79 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
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