V-Lab
Korea Stock Exchange KOSPI Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 5th, 2023:17.35% (-0.88%)
Analysis last updated: Monday, December 4, 2023 at 07:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 5.42 | |
| 0.0922 | 49.01 | |
| 0.9003 | 521.30 | |
| 0.4112 | 21.18 |
Estimation Period:
Jan 2, 1990 to Dec 1, 2023
Jan 2, 1990 to Dec 1, 2023
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