Tokyo Stock Exchange MOTHERS Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
35.61%
decreased by 4.26%
1 Week
35.61%
decreased by 4.26%
1 Month
35.64%
decreased by 4.23%
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 | |
|---|---|---|
| 5.0660 | 9.66 | |
| 0.1367 | 31.22 | |
| 0.9712 | 325.24 | |
| 6.7948 | 7.41 |
Estimation Period:
Sep 15, 2003 to Mar 19, 2026
Sep 15, 2003 to Mar 19, 2026
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