JASDAQ Stock Index Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0513 | 33.38 | |
| 0.2513 | 27.25 | |
| 0.6838 | 140.47 | |
| 0.0945 | 6.71 |
Estimation Period:
Jan 4, 1993 to Apr 1, 2022
Jan 4, 1993 to Apr 1, 2022
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices