TOKYO STOCK EXCHANGE MOTHERS INDEX AGARCH VOLATILITY GRAPH?

Volatility Prediction for Monday, May 20: 79.43% (-13.70)
  • COMPARE menu down arrow
  • SUB PLOTmenu down arrow
  • LINE STYLE menu down arrow
  • KEY POSTION menu down arrow
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (JPY): ¥950 Return: 4.49% 1 Week Pred: 78.17%
Avg Week Vol: 87.65% Avg Month Vol: 73.98% 1 Month Pred: 74.1%
Min Vol: 15.75% Max Vol: 165.12% 6 Months Pred: 61.29%
Avg Vol: 38.55% Vol of Vol: 45.3% 1 Year Pred: 57.48%

Documentation