Tokyo Stock Exchange MOTHERS Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
36.84%
decreased by 4.09%
1 Week
37.17%
decreased by 3.76%
1 Month
38.23%
decreased by 2.70%
Analysis last updated: Friday, June 12, 2026 at 10:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1401 | 17.20 | |
| 0.1909 | 35.72 | |
| 0.7806 | 164.17 | |
| 0.5706 | 16.67 |
Estimation Period:
Sep 15, 2003 to Mar 19, 2026
Sep 15, 2003 to Mar 19, 2026
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