JASDAQ Stock Index APARCH Volatility Analysis
Inactive
Last recorded values (Monday, April 4th, 2022):
1 Day
11.59%
1 Week
12.61%
1 Month
15.55%
Analysis last updated: Saturday, April 9, 2022 at 03:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0683 | 26.02 | |
| 0.2394 | 39.77 | |
| 0.7459 | 113.48 | |
| 0.1925 | 15.87 | |
| 1.6196 | 24.65 |
Estimation Period:
Oct 28, 1991 to Apr 1, 2022
Oct 28, 1991 to Apr 1, 2022
Other APARCH Analyses on Equity Indices