JASDAQ Stock Index GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, April 4th, 2022):
1 Day
11.19%
1 Week
12.36%
1 Month
15.69%
Analysis last updated: Saturday, April 9, 2022 at 03:00 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0686 | 29.02 | |
| 0.1681 | 20.45 | |
| 0.7203 | 123.55 | |
| 0.1729 | 10.33 |
Estimation Period:
Oct 28, 1991 to Apr 1, 2022
Oct 28, 1991 to Apr 1, 2022
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