TOPIX Large 70 Index MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
25.87%
decreased by 2.48%
1 Week
25.72%
decreased by 2.63%
1 Month
25.21%
decreased by 3.14%
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 | |
|---|---|---|
| 0.0620 | 11.29 | |
| 0.2275 | 41.90 | |
| 0.7431 | 197.63 |
Estimation Period:
Apr 10, 1998 to Mar 19, 2026
Apr 10, 1998 to Mar 19, 2026
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