V-Lab
V-Lab
Korea KOSDAQ Star Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, May 23rd, 2016:19.04% (-2.79%)

Analysis last updated: Friday, May 20, 2016 at 09:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea KOSDAQ Star Index AMEM
paramt-stat
ω0.164227.81
α0.334321.77
β0.575481.82
γ0.09284.09
Estimation Period:
Jan 23, 2004 to May 20, 2016
Impact of return on volatility tomorrow
Volatility Forecasts