Tokyo Stock Exchange MOTHERS Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
39.34%
increased by 2.42%
1 Week
39.15%
increased by 2.23%
1 Month
38.50%
increased by 1.58%
Analysis last updated: Friday, June 5, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0660 | 9.66 | |
| 0.1367 | 31.22 | |
| 0.9712 | 325.24 | |
| 6.7948 | 7.41 |
Estimation Period:
Sep 15, 2003 to Mar 19, 2026
Sep 15, 2003 to Mar 19, 2026
Other GAS-GARCH Student T Analyses on Equity Indices