Korea KOSDAQ Star Index GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0397 | 17.41 | |
| 0.1145 | 36.08 | |
| 0.8760 | 279.23 |
Estimation Period:
Jan 3, 2003 to Aug 23, 2019
Jan 3, 2003 to Aug 23, 2019
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices