V-Lab
Korea Stock Exchange KOSPI Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:14.40% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 28.22 | |
| 0.2495 | 76.77 | |
| 0.7425 | 229.89 | |
| 0.1144 | 26.50 | |
| 0.7359 | 16.99 |
Estimation Period:
Jan 3, 1990 to May 16, 2025
Jan 3, 1990 to May 16, 2025
News Impact Curve
Volatility Forecasts
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