Korea KOSDAQ Star Index AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0506 | 11.60 | |
| 0.1288 | 38.56 | |
| 0.8425 | 242.66 | |
| 0.5175 | 20.00 |
Estimation Period:
Jan 3, 2003 to Aug 23, 2019
Jan 3, 2003 to Aug 23, 2019
News Impact Curve
Volatility Forecasts
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