V-Lab
V-Lab
Korea Stock Exchange KOSPI 200 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 12th, 2024:16.77% (-0.55%)

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 GJR-GARCH
paramt-stat
ω0.015016.40
α0.041618.82
β0.9247618.55
γ0.059014.39
Estimation Period:
Jan 3, 1990 to Feb 29, 2024
Impact of return on volatility tomorrow
Volatility Forecasts