V-Lab
Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:19.51% (-0.91%)
Analysis last updated: Thursday, November 21, 2024 at 07:40 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 20.04 | |
| 0.0560 | 21.25 | |
| 0.9004 | 501.08 | |
| 0.0769 | 15.33 |
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Jan 2, 1990 to Nov 15, 2024
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