V-Lab
V-Lab
Korea Securities Dealers Association KOSDAQ Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:18.96% (-1.59%)

Analysis last updated: Tuesday, April 30, 2024 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Securities Dealers Association KOSDAQ Index GJR-GARCH
paramt-stat
ω0.076030.58
α0.106422.03
β0.8050251.39
γ0.140015.27
Estimation Period:
Jan 3, 1997 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts