V-Lab
Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:11.18% (+0.49%)
Analysis last updated: Friday, June 2, 2023 at 06:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 19.38 | |
| 0.0546 | 20.61 | |
| 0.9053 | 545.03 | |
| 0.0710 | 15.14 |
Estimation Period:
Jan 2, 1990 to Jun 2, 2023
Jan 2, 1990 to Jun 2, 2023
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