TOPIX Core 30 Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
17.26%
increased by 1.21%
1 Week
17.56%
increased by 1.51%
1 Month
18.56%
increased by 2.51%
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 | |
|---|---|---|
| 0.0481 | 23.46 | |
| 0.0405 | 14.68 | |
| 0.8814 | 408.82 | |
| 0.1108 | 15.24 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
Other GJR-GARCH Analyses on Equity Indices