V-Lab
V-Lab
Korea Stock Exchange KOSPI 200 Index MEM Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:23.43% (+1.07%)

Analysis last updated: Saturday, April 20, 2024 at 03:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Stock Exchange KOSPI 200 Index MEM
paramt-stat
ω0.02866.61
α0.212155.48
β0.7796265.17
Estimation Period:
Jan 2, 1996 to Feb 29, 2024
Impact of return on volatility tomorrow
Volatility Forecasts