V-Lab
Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:23.77% (+0.15%)
Analysis last updated: Friday, December 20, 2024 at 07:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 20.03 | |
| 0.0558 | 21.21 | |
| 0.9006 | 502.27 | |
| 0.0771 | 15.37 |
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Jan 2, 1990 to Dec 20, 2024
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