Tokyo Stock Exchange Tokyo Stock Price Index TOPIX APARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
21.87%
increased by 5.96%
1 Week
21.77%
increased by 5.86%
1 Month
21.46%
increased by 5.55%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0525 | 34.26 | |
| 0.0965 | 35.27 | |
| 0.8736 | 337.55 | |
| 0.5002 | 21.82 | |
| 1.4890 | 40.65 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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