V-Lab
Korea Stock Exchange KOSPI Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 14th, 2025:18.76% (+0.72%)
Analysis last updated: Monday, January 13, 2025 at 07:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 14.29 | |
| 0.1760 | 48.65 | |
| 0.9885 | 1678.23 | |
| -0.0501 | -14.78 |
Estimation Period:
Jan 2, 1990 to Jan 10, 2025
Jan 2, 1990 to Jan 10, 2025
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