TOPIX Small Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
15.07%
decreased by 0.43%
1 Week
15.35%
decreased by 0.15%
1 Month
16.20%
increased by 0.70%
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 | |
|---|---|---|
| 1.3760 | 16.55 | |
| 0.1089 | 36.98 | |
| 0.9630 | 418.32 | |
| 6.6374 | 8.06 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
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