V-Lab
Korea Stock Exchange KOSPI Index Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, October 5th, 2023:16.69% (+1.00%)
Analysis last updated: Wednesday, October 4, 2023 at 06:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 28.67 | |
| 0.2050 | 47.57 | |
| 0.7396 | 259.25 | |
| 0.0895 | 13.38 |
Estimation Period:
Jan 3, 1990 to Sep 27, 2023
Jan 3, 1990 to Sep 27, 2023
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