V-Lab
V-Lab
Korea Securities Dealers Association KOSDAQ Index MEM Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:20.19% (-0.30%)

Analysis last updated: Thursday, April 25, 2024 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Securities Dealers Association KOSDAQ Index MEM
paramt-stat
ω0.14979.94
α0.417935.86
β0.5612101.07
Estimation Period:
Jan 3, 1997 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts