JASDAQ Stock Index GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Monday, April 4th, 2022):
1 Day
12.76%
1 Week
13.18%
1 Month
14.48%
Analysis last updated: Thursday, March 26, 2026 at 02:29 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4576 | 7.99 | |
| 0.1418 | 35.40 | |
| 0.9730 | 291.31 | |
| 5.4027 | 11.61 |
Estimation Period:
Oct 28, 1991 to Apr 1, 2022
Oct 28, 1991 to Apr 1, 2022
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