Tokyo Stock Exchange REIT Index 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
15.01%
increased by 0.04%
1 Week
15.38%
increased by 0.41%
1 Month
16.79%
increased by 1.82%
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 | |
|---|---|---|
| 0.0225 | 15.20 | |
| 0.3350 | 55.20 | |
| 0.6650 | 151.31 |
Estimation Period:
Sep 15, 2003 to Mar 19, 2026
Sep 15, 2003 to Mar 19, 2026
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