V-Lab
Korea Stock Exchange KOSPI Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, April 30th, 2025:20.07% (-0.66%)
Volatility Summary Table
Closing Price: | ₩2,565 | Return: | 0.65% |
Average Week Vol: | 21.70% | Average Month Vol: | 24.59% |
Min Vol: | 8.27% | Max Vol: | 93.56% |
Average Vol: | 25.44% | Vol of Vol: | 28.80% |
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8559 | 5.54 | |
| 0.0738 | 48.06 | |
| 0.9950 | 1,167.88 | |
| 7.2328 | 8.68 |
Estimation Period:
Jan 2, 1990 to Apr 25, 2025
Jan 2, 1990 to Apr 25, 2025
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