Tokyo Stock Exchange REIT Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
14.02%
decreased by 1.20%
1 Week
14.42%
decreased by 0.80%
1 Month
15.86%
increased by 0.64%
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 | |
|---|---|---|
| 0.0232 | 23.15 | |
| 0.1887 | 37.26 | |
| 0.8065 | 186.74 | |
| 0.1233 | 9.75 |
Estimation Period:
Mar 31, 2003 to Mar 19, 2026
Mar 31, 2003 to Mar 19, 2026
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