Korea KOSDAQ Star Index GARCH Volatility Analysis
Inactive
Last recorded values (Friday, September 6th, 2019):
1 Day
8.99%
1 Week
9.96%
1 Month
12.95%
Analysis last updated: Monday, March 1, 2021 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0397 | 17.41 | |
| 0.1145 | 36.08 | |
| 0.8760 | 279.23 |
Estimation Period:
Jan 3, 2003 to Aug 23, 2019
Jan 3, 2003 to Aug 23, 2019
Other GARCH Analyses on Equity Indices