TOPIX 100 Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
16.92%
increased by 1.08%
1 Week
17.21%
increased by 1.37%
1 Month
18.13%
increased by 2.29%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0505 | 24.27 | |
| 0.0366 | 12.54 | |
| 0.8756 | 387.79 | |
| 0.1214 | 15.74 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
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