V-Lab
V-Lab
Tokyo Stock Exchange Tokyo Price Index TOPIX MEM Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:17.35% (-1.28%)

Analysis last updated: Friday, May 3, 2024 at 06:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tokyo Stock Exchange Tokyo Price Index TOPIX MEM
paramt-stat
ω0.059612.51
α0.234646.45
β0.7350208.34
Estimation Period:
Jan 4, 1990 to May 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts