TOPIX 500 Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
18.98%
increased by 1.60%
1 Week
19.53%
increased by 2.15%
1 Month
20.72%
increased by 3.34%
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 | ||
| 0.0110 | 3.97 | |
| 0.7768 | 112.73 | |
| 0.1894 | 32.98 | |
| 0.0147 | 4.34 | |
| 0.0460 | 5.13 | |
| 0.9447 | 89.15 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
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