Tokyo Stock Exchange REIT Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
14.98%
decreased by 1.48%
1 Week
15.25%
decreased by 1.21%
1 Month
16.16%
decreased by 0.30%
Analysis last updated: Friday, June 12, 2026 at 10:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 10.63 | |
| 0.3213 | 43.74 | |
| 0.9704 | 712.51 | |
| -0.0545 | -9.18 |
Estimation Period:
Mar 31, 2003 to Mar 19, 2026
Mar 31, 2003 to Mar 19, 2026
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