TOPIX Core 30 Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
20.40%
decreased by 0.30%
1 Week
20.54%
decreased by 0.16%
1 Month
21.02%
increased by 0.32%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 11.94 | |
| 0.0989 | 41.51 | |
| 0.8740 | 366.63 | |
| 0.5532 | 26.67 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
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