V-Lab
V-Lab
Korea Stock Exchange KOSPI 200 Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:19.95% (-0.56%)

Analysis last updated: Saturday, April 27, 2024 at 05:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Stock Exchange KOSPI 200 Index AMEM
paramt-stat
ω0.030122.91
α0.172041.99
β0.7812281.10
γ0.071911.07
Estimation Period:
Jan 2, 1996 to Feb 29, 2024
Impact of return on volatility tomorrow
Volatility Forecasts