V-Lab
V-Lab
Korea Stock Exchange KOSPI Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, September 17th, 2025:15.84% (+0.25%)
Analysis last updated: Tuesday, September 16, 2025 at 07:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Stock Exchange KOSPI Index EGARCH
paramt-stat
ω0.014014.44
α0.175149.24
β0.98831,675.04
γ-0.0501-14.95
Estimation Period:
Jan 2, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts