V-Lab
V-Lab
Korea Securities Dealers Association KOSDAQ Index AGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:23.44% (-0.48%)

Analysis last updated: Thursday, April 18, 2024 at 07:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Securities Dealers Association KOSDAQ Index AGARCH
paramt-stat
ω0.067619.47
α0.197550.84
β0.7784211.64
γ0.456525.73
Estimation Period:
Jan 3, 1997 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts