V-Lab
Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:20.56% (+0.49%)
Analysis last updated: Wednesday, April 24, 2024 at 07:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 19.63 | |
| 0.0533 | 20.72 | |
| 0.9061 | 556.60 | |
| 0.0715 | 15.55 |
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Jan 2, 1990 to Apr 19, 2024
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