V-Lab
V-Lab
Korea Securities Dealers Association KOSDAQ Index GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:24.04% (+2.04%)

Analysis last updated: Wednesday, April 24, 2024 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Securities Dealers Association KOSDAQ Index GARCH
paramt-stat
ω0.061725.84
α0.168850.40
β0.8218263.58
Estimation Period:
Jan 3, 1997 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts