TOPIX Mid 400 Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
17.83%
increased by 1.31%
1 Week
17.93%
increased by 1.41%
1 Month
18.21%
increased by 1.69%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0575 | 33.62 | |
| 0.0986 | 28.47 | |
| 0.8616 | 268.07 | |
| 0.5089 | 16.48 | |
| 1.5280 | 40.29 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
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