V-Lab
V-Lab
Korea Securities Dealers Association KOSDAQ Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:18.78% (-1.55%)

Analysis last updated: Tuesday, April 30, 2024 at 07:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Securities Dealers Association KOSDAQ Index AGARCH
paramt-stat
ω0.067519.42
α0.197250.85
β0.7785211.78
γ0.458225.81
Estimation Period:
Jan 3, 1997 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts