Korea KOSDAQ Star Index EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0295 | 11.86 | |
| 0.2560 | 51.03 | |
| 0.9770 | 572.02 | |
| -0.0682 | -12.02 |
Estimation Period:
Jan 3, 2003 to Aug 23, 2019
Jan 3, 2003 to Aug 23, 2019
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices