V-Lab
Korea Stock Exchange KOSPI Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:18.24% (-0.92%)
Analysis last updated: Thursday, May 2, 2024 at 07:08 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0529 | 6.06 | |
| 0.0926 | 10.68 | |
| 0.8656 | 70.98 | |
| -0.0229 | -0.70 | |
| 0.1155 | 2.45 | |
| -0.2329 | -7.43 | |
| 0.2367 | 7.92 | |
| -0.1583 | -5.06 | |
| 0.1012 | 3.15 | |
| -0.0237 | -0.74 | |
| -0.0483 | -1.07 |
Estimation Period:
Jan 2, 1990 to Apr 30, 2024
Jan 2, 1990 to Apr 30, 2024
News Impact Curve
Volatility Forecasts
Other Korea Stock Exchange KOSPI Index Analyses