JASDAQ Stock Index MEM Volatility Analysis
Inactive
Last recorded values (Monday, April 4th, 2022):
1 Day
12.25%
1 Week
13.11%
1 Month
15.85%
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 | |
|---|---|---|
| 0.0530 | 10.04 | |
| 0.3091 | 38.06 | |
| 0.6759 | 132.04 |
Estimation Period:
Jan 4, 1993 to Apr 1, 2022
Jan 4, 1993 to Apr 1, 2022
Other MEM Analyses on Equity Indices