Korea KOSDAQ Star Index GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0614 | 19.52 | |
| 0.0691 | 14.99 | |
| 0.8602 | 266.82 | |
| 0.0968 | 8.77 |
Estimation Period:
Jan 3, 2003 to Aug 23, 2019
Jan 3, 2003 to Aug 23, 2019
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices