V-Lab
V-Lab
Korea KOSDAQ Star Index AGARCH Volatility Analysis
Volatility Prediction for Friday, September 6th, 2019:11.67% (0.00%)

Analysis last updated: Thursday, September 5, 2019 at 04:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea KOSDAQ Star Index AGARCH
paramt-stat
ω0.050511.60
α0.128838.56
β0.8425242.66
γ0.517520.00
Estimation Period:
Jan 3, 2003 to Aug 23, 2019
Impact of return on volatility tomorrow
Volatility Forecasts