TOPIX Small Index MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
19.97%
decreased by 1.44%
1 Week
19.94%
decreased by 1.47%
1 Month
19.86%
decreased by 1.55%
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 | |
|---|---|---|
| 0.1063 | 15.14 | |
| 0.2747 | 37.50 | |
| 0.6564 | 138.36 |
Estimation Period:
Apr 15, 1998 to Mar 19, 2026
Apr 15, 1998 to Mar 19, 2026
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