JASDAQ Stock Index EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, April 4th, 2022):
1 Day
12.85%
1 Week
13.49%
1 Month
15.41%
Analysis last updated: Saturday, April 9, 2022 at 03:01 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 12.74 | |
| 0.3670 | 50.46 | |
| 0.9341 | 410.97 | |
| -0.0744 | -14.13 |
Estimation Period:
Oct 28, 1991 to Apr 1, 2022
Oct 28, 1991 to Apr 1, 2022
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