Tokyo Stock Exchange MOTHERS Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
43.89%
increased by 2.81%
1 Week
43.57%
increased by 2.49%
1 Month
42.53%
increased by 1.45%
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 | |
|---|---|---|
| 31 | ||
| 0.0345 | 5.33 | |
| 0.5912 | 73.16 | |
| 0.2953 | 32.45 | |
| 0.7160 | 1.19 | |
| 0.7152 | 1.16 | |
| 0.1230 | 0.16 |
Estimation Period:
Sep 15, 2003 to Mar 19, 2026
Sep 15, 2003 to Mar 19, 2026
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