V-Lab
Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 22nd, 2025:14.41% (-0.59%)
Analysis last updated: Tuesday, January 21, 2025 at 07:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 20.06 | |
| 0.0558 | 21.19 | |
| 0.9004 | 501.33 | |
| 0.0772 | 15.39 |
Estimation Period:
Jan 2, 1990 to Jan 17, 2025
Jan 2, 1990 to Jan 17, 2025
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