JASDAQ Stock Index Asy. MEM Volatility Analysis
Inactive
Last recorded values (Monday, April 4th, 2022):
1 Day
12.44%
1 Week
13.22%
1 Month
15.70%
Analysis last updated: Saturday, April 9, 2022 at 03:00 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0513 | 33.38 | |
| 0.2513 | 27.25 | |
| 0.6838 | 140.47 | |
| 0.0945 | 6.71 |
Estimation Period:
Jan 4, 1993 to Apr 1, 2022
Jan 4, 1993 to Apr 1, 2022
Other Asy. MEM Analyses on Equity Indices