TOPIX 100 Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
21.57%
decreased by 0.66%
1 Week
21.58%
decreased by 0.65%
1 Month
21.62%
decreased by 0.61%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 9.84 | |
| 0.1003 | 42.44 | |
| 0.8677 | 349.02 | |
| 0.6015 | 27.85 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
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