V-Lab
V-Lab
Korea Securities Dealers Association KOSDAQ Index EGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:21.46% (-1.79%)

Analysis last updated: Friday, April 26, 2024 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Securities Dealers Association KOSDAQ Index EGARCH
paramt-stat
ω0.036921.79
α0.282856.99
β0.9644736.75
γ-0.0882-18.55
Estimation Period:
Jan 3, 1997 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts