Korea KOSDAQ Star Index Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1642 | 27.81 | |
| 0.3343 | 21.77 | |
| 0.5754 | 81.82 | |
| 0.0928 | 4.09 |
Estimation Period:
Jan 23, 2004 to May 20, 2016
Jan 23, 2004 to May 20, 2016
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices