V-Lab
V-Lab
Korea KOSDAQ Star Index EGARCH Volatility Analysis
Volatility Prediction for Friday, September 6th, 2019:1.19% (-0.04%)

Analysis last updated: Monday, March 1, 2021 at 07:30 PM UTC

Date Range:

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to

6M ·

1Y ·

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10Y ·

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graph of Korea KOSDAQ Star Index EGARCH
paramt-stat
ω0.029511.86
α0.256051.03
β0.9770572.02
γ-0.0682-12.02
Estimation Period:
Jan 3, 2003 to Aug 23, 2019
Impact of return on volatility tomorrow
Volatility Forecasts