TOPIX Mid 400 Index MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
21.94%
decreased by 1.76%
1 Week
21.75%
decreased by 1.95%
1 Month
21.19%
decreased by 2.51%
Analysis last updated: Friday, June 5, 2026 at 08:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0826 | 13.49 | |
| 0.2395 | 38.42 | |
| 0.7081 | 168.22 |
Estimation Period:
Apr 10, 1998 to Mar 19, 2026
Apr 10, 1998 to Mar 19, 2026
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