Nikkei JASDAQ AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 26.35 | |
| 0.3161 | 36.24 | |
| 0.6835 | 104.55 | |
| 0.1782 | 24.89 |
Estimation Period:
Jan 1, 1990 to Apr 1, 2022
Jan 1, 1990 to Apr 1, 2022
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices