Tokyo Stock Exchange MOTHERS Index APARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
36.68%
decreased by 4.53%
1 Week
36.83%
decreased by 4.38%
1 Month
37.28%
decreased by 3.93%
Analysis last updated: Friday, June 12, 2026 at 10:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1504 | 17.00 | |
| 0.1856 | 34.31 | |
| 0.7972 | 144.45 | |
| 0.1972 | 11.40 | |
| 1.5981 | 28.55 |
Estimation Period:
Sep 15, 2003 to Mar 19, 2026
Sep 15, 2003 to Mar 19, 2026
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