JASDAQ Stock Index APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0683 | 26.02 | |
| 0.2394 | 39.77 | |
| 0.7459 | 113.48 | |
| 0.1925 | 15.87 | |
| 1.6196 | 24.65 |
Estimation Period:
Oct 28, 1991 to Apr 1, 2022
Oct 28, 1991 to Apr 1, 2022
News Impact Curve
Volatility Forecasts
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