TOPIX 100 Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
19.36%
increased by 1.51%
1 Week
19.99%
increased by 2.14%
1 Month
21.33%
increased by 3.48%
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 | |
|---|---|---|
| 21 | ||
| 0.0140 | 5.24 | |
| 0.7858 | 112.14 | |
| 0.1769 | 31.13 | |
| 0.0122 | 4.34 | |
| 0.0440 | 5.31 | |
| 0.9493 | 100.71 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
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