TOPIX Small Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
19.31%
decreased by 0.35%
1 Week
19.16%
decreased by 0.50%
1 Month
18.78%
decreased by 0.88%
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 | |
|---|---|---|
| 0.0192 | 8.11 | |
| 0.2425 | 39.14 | |
| 0.9295 | 454.31 | |
| -0.1278 | -23.46 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
Other EGARCH Analyses on Equity Indices