TOPIX 500 Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
21.67%
decreased by 1.06%
1 Week
21.61%
decreased by 1.12%
1 Month
21.45%
decreased by 1.28%
Analysis last updated: Friday, June 5, 2026 at 08:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0664 | 35.00 | |
| 0.1565 | 31.45 | |
| 0.7457 | 208.76 | |
| 0.1195 | 12.96 |
Estimation Period:
Apr 10, 1998 to Mar 19, 2026
Apr 10, 1998 to Mar 19, 2026
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