V-Lab
V-Lab
Korea Stock Price 100 Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, April 12th, 2024:18.30% (-0.72%)

Analysis last updated: Friday, April 12, 2024 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Stock Price 100 Composite Index GAS-GARCH-T
paramt-stat
ω7.68937.57
α0.055859.54
β0.99907035.21
ν710.64
Estimation Period:
Mar 1, 2000 to Feb 29, 2024