V-Lab
V-Lab
Korea Securities Dealers Association KOSDAQ Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:24.87% (+5.57%)

Analysis last updated: Tuesday, April 16, 2024 at 07:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Securities Dealers Association KOSDAQ Index EGARCH
paramt-stat
ω0.036921.80
α0.283156.99
β0.9644736.77
γ-0.0880-18.49
Estimation Period:
Jan 3, 1997 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts