Nikkei JASDAQ GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0357 | 21.06 | |
| 0.2904 | 33.44 | |
| 0.7096 | 111.45 |
Estimation Period:
Jan 1, 1990 to Apr 1, 2022
Jan 1, 1990 to Apr 1, 2022
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices