V-Lab
V-Lab
Korea Securities Dealers Association KOSDAQ Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:20.38% (-0.07%)

Analysis last updated: Thursday, April 25, 2024 at 07:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Securities Dealers Association KOSDAQ Index AMEM
paramt-stat
ω0.150635.73
α0.371638.43
β0.5666107.47
γ0.06474.82
Estimation Period:
Jan 3, 1997 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts