V-Lab
V-Lab
Korea Stock Exchange KOSPI 200 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, April 12th, 2024:17.67% (-0.80%)

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 Exchange KOSPI 200 Index EGARCH
paramt-stat
ω0.011914.22
α0.135146.13
β0.99322145.17
γ-0.0401-14.16
Estimation Period:
Jan 3, 1990 to Feb 29, 2024
Impact of return on volatility tomorrow
Volatility Forecasts