V-Lab
Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 25th, 2021:14.27% (-0.70%)
Analysis last updated: Saturday, October 23, 2021, 05:06 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0335 | 13.48 | |
| 0.8541 | 218.99 | |
| 0.1106 | 26.75 | |
| 0.0028 | 5.39 | |
| 0.0357 | 7.87 | |
| 0.9629 | 201.07 |
Estimation Period:
Jan 2, 1990 to Oct 22, 2021
Jan 2, 1990 to Oct 22, 2021
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