JASDAQ Stock Index MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0530 | 10.04 | |
| 0.3091 | 38.06 | |
| 0.6759 | 132.04 |
Estimation Period:
Jan 4, 1993 to Apr 1, 2022
Jan 4, 1993 to Apr 1, 2022
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices