TOPIX Small Index APARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
18.40%
decreased by 0.63%
1 Week
18.43%
decreased by 0.60%
1 Month
18.52%
decreased by 0.51%
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 | |
|---|---|---|
| 0.0819 | 39.96 | |
| 0.1353 | 32.82 | |
| 0.8101 | 207.08 | |
| 0.4711 | 22.65 | |
| 1.4897 | 39.29 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
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