JASDAQ Stock Index GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter 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
News Impact Curve
Volatility Forecasts
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