Korea KOSDAQ Star Index APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0443 | 24.21 | |
| 0.1161 | 34.93 | |
| 0.8839 | 276.66 | |
| 0.4189 | 18.46 | |
| 0.8586 | 32.58 |
Estimation Period:
Jan 3, 2003 to Aug 23, 2019
Jan 3, 2003 to Aug 23, 2019
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices