V-Lab
V-Lab
Korea Stock Price 50 Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:22.74% (+1.54%)

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 GJR-GARCH
paramt-stat
ω0.015312.20
α0.02149.10
β0.9380540.00
γ0.064415.39
Estimation Period:
Mar 1, 2000 to Feb 29, 2024
Impact of return on volatility tomorrow
Volatility Forecasts