Korea KOSDAQ Star Index GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, September 6th, 2019):
1 Day
10.53%
1 Week
11.68%
1 Month
14.98%
Analysis last updated: Monday, March 1, 2021 at 08:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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