V-Lab
V-Lab
Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 17th, 2025:31.36% (-1.23%)
Analysis last updated: Wednesday, April 16, 2025 at 07:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Stock Exchange KOSPI Index MF2-GARCH
paramt-stat
m36
α0.032812.34
β0.8255176.01
γ0.138329.99
λ10.00265.16
λ20.02658.55
λ30.9724293.23
Estimation Period:
Jan 2, 1990 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts