Korea KOSDAQ Star Index EGARCH Volatility Analysis
Inactive
Last recorded values (Friday, September 6th, 2019):
1 Day
1.19%
1 Week
1.39%
1 Month
2.57%
Analysis last updated: Monday, March 1, 2021 at 07:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0295 | 11.86 | |
| 0.2560 | 51.03 | |
| 0.9770 | 572.02 | |
| -0.0682 | -12.02 |
Estimation Period:
Jan 3, 2003 to Aug 23, 2019
Jan 3, 2003 to Aug 23, 2019
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