V-Lab
V-Lab
Korea Securities Dealers Association KOSDAQ Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:17.75% (-1.28%)

Analysis last updated: Friday, May 3, 2024 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Securities Dealers Association KOSDAQ Index GARCH
paramt-stat
ω0.061625.84
α0.168450.39
β0.8221263.91
Estimation Period:
Jan 3, 1997 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts