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V-Lab

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

Date Range:

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to

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graph of Tokyo Stock Exchange REIT Index MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time