TOPIX 500 Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
16.57%
increased by 1.22%
1 Week
16.83%
increased by 1.48%
1 Month
17.66%
increased by 2.31%
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 | |
|---|---|---|
| 0.0562 | 25.69 | |
| 0.0330 | 10.64 | |
| 0.8643 | 348.23 | |
| 0.1356 | 17.06 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
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