TOPIX Large 70 Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
24.18%
decreased by 1.23%
1 Week
23.97%
decreased by 1.44%
1 Month
23.28%
decreased by 2.13%
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 | |
|---|---|---|
| 0.0548 | 24.91 | |
| 0.0337 | 11.24 | |
| 0.8684 | 346.41 | |
| 0.1306 | 16.72 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
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