TOPIX Large 70 Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
17.71%
increased by 0.59%
1 Week
17.91%
increased by 0.79%
1 Month
18.53%
increased by 1.41%
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 | |
|---|---|---|
| 0.0548 | 24.91 | |
| 0.0337 | 11.24 | |
| 0.8684 | 346.41 | |
| 0.1306 | 16.72 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
Other GJR-GARCH Analyses on Equity Indices