V-Lab
Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:19.91% (-0.13%)
Analysis last updated: Wednesday, April 24, 2024 at 07:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0345 | 13.64 | |
| 0.8420 | 226.11 | |
| 0.1225 | 30.24 | |
| 0.0034 | 5.86 | |
| 0.0361 | 9.05 | |
| 0.9622 | 226.04 |
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Jan 2, 1990 to Apr 19, 2024
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