V-Lab
Korea Stock Exchange KOSPI Index AGARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:16.32% (-0.26%)
Analysis last updated: Friday, March 24, 2023, 06:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0082 | 5.55 | |
| 0.0928 | 48.67 | |
| 0.8998 | 514.17 | |
| 0.4097 | 20.85 |
Estimation Period:
Jan 2, 1990 to Mar 24, 2023
Jan 2, 1990 to Mar 24, 2023
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