Nikkei JASDAQ EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0051 | -1.58 | |
| 0.3456 | 19.86 | |
| 0.9339 | 261.08 | |
| -0.0755 | -11.86 |
Estimation Period:
Jan 1, 1990 to Apr 1, 2022
Jan 1, 1990 to Apr 1, 2022
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices