TOPIX Mid 400 Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
25.40%
decreased by 1.00%
1 Week
24.76%
decreased by 1.64%
1 Month
22.91%
decreased by 3.49%
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 | |
|---|---|---|
| 0.0815 | 39.14 | |
| 0.1445 | 27.91 | |
| 0.7298 | 186.03 | |
| 0.1354 | 14.18 |
Estimation Period:
Apr 10, 1998 to Mar 19, 2026
Apr 10, 1998 to Mar 19, 2026
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