Korea KOSDAQ Star Index Asy. MEM Volatility Analysis
Inactive
Last recorded values (Monday, May 23rd, 2016):
1 Day
19.04%
1 Week
20.28%
1 Month
23.63%
Analysis last updated: Friday, May 20, 2016 at 09:40 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1642 | 27.81 | |
| 0.3343 | 21.77 | |
| 0.5754 | 81.82 | |
| 0.0928 | 4.09 |
Estimation Period:
Jan 23, 2004 to May 20, 2016
Jan 23, 2004 to May 20, 2016
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