Tokyo Stock Exchange REIT Index Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, June 5th, 2026
1 Day
15.37%
increased by 0.33%
1 Week
15.74%
increased by 0.70%
1 Month
17.16%
increased by 2.12%
Analysis last updated: Friday, June 5, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 33.01 | |
| 0.2885 | 44.28 | |
| 0.6681 | 156.17 | |
| 0.0869 | 8.58 |
Estimation Period:
Sep 15, 2003 to Mar 19, 2026
Sep 15, 2003 to Mar 19, 2026
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