TOPIX Mid 400 Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
21.49%
decreased by 1.78%
1 Week
21.22%
decreased by 2.05%
1 Month
20.47%
decreased by 2.80%
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 | |
|---|---|---|
| 0.0165 | 6.49 | |
| 0.1908 | 35.11 | |
| 0.9511 | 507.78 | |
| -0.1110 | -22.10 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
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