TOPIX Large 70 Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
24.28%
decreased by 1.23%
1 Week
24.06%
decreased by 1.45%
1 Month
23.32%
decreased by 2.19%
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 | |
|---|---|---|
| 0.0218 | 7.88 | |
| 0.1000 | 41.61 | |
| 0.8633 | 312.32 | |
| 0.6440 | 25.05 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
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