JASDAQ Stock Index AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, April 4th, 2022):
1 Day
12.05%
1 Week
13.22%
1 Month
16.40%
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 | |
|---|---|---|
| 0.0609 | 25.45 | |
| 0.2598 | 36.20 | |
| 0.7062 | 108.24 | |
| 0.2705 | 21.76 |
Estimation Period:
Oct 28, 1991 to Apr 1, 2022
Oct 28, 1991 to Apr 1, 2022
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