TOPIX Mid 400 Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
20.56%
decreased by 1.47%
1 Week
20.42%
decreased by 1.61%
1 Month
20.00%
decreased by 2.03%
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 | |
|---|---|---|
| 0.0274 | 9.40 | |
| 0.1074 | 38.87 | |
| 0.8459 | 275.09 | |
| 0.6036 | 20.74 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
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