V-Lab
Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 4th, 2023:17.81% (+0.64%)
Analysis last updated: Friday, December 1, 2023 at 07:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 19.55 | |
| 0.0540 | 20.68 | |
| 0.9054 | 549.70 | |
| 0.0720 | 15.49 |
Estimation Period:
Jan 2, 1990 to Dec 1, 2023
Jan 2, 1990 to Dec 1, 2023
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