Tokyo Stock Exchange Tokyo Stock Price Index TOPIX GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, July 2nd, 2026
1 Day
18.95%
decreased by 1.05%
1 Week
19.03%
decreased by 0.97%
1 Month
19.27%
decreased by 0.73%
Analysis last updated: Thursday, July 2, 2026 at 05:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0587 | 28.22 | |
| 0.0330 | 11.66 | |
| 0.8567 | 358.13 | |
| 0.1470 | 19.70 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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