TOPIX Small Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
15.81%
increased by 0.02%
1 Week
16.17%
increased by 0.38%
1 Month
17.11%
increased by 1.32%
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 | |
|---|---|---|
| 0.0819 | 39.96 | |
| 0.1353 | 32.82 | |
| 0.8101 | 207.08 | |
| 0.4711 | 22.65 | |
| 1.4897 | 39.29 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
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