V-Lab
Korea Stock Exchange KOSPI Index Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, March 23rd, 2023:14.83% (-1.53%)
Analysis last updated: Wednesday, March 22, 2023, 06:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0362 | 28.49 | |
| 0.2049 | 47.30 | |
| 0.7391 | 257.27 | |
| 0.0913 | 13.56 |
Estimation Period:
Jan 3, 1990 to Mar 17, 2023
Jan 3, 1990 to Mar 17, 2023
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