V-Lab
V-Lab
Korea Stock Price 50 Composite Index MEM Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:19.88% (-0.84%)

Analysis last updated: Saturday, April 27, 2024 at 05:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Stock Price 50 Composite Index MEM
paramt-stat
ω0.03876.99
α0.188740.52
β0.7911239.50
Estimation Period:
Mar 2, 2000 to Feb 29, 2024
Impact of return on volatility tomorrow
Volatility Forecasts