V-Lab
V-Lab
Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:16.51% (+0.21%)
Analysis last updated: Friday, September 12, 2025 at 07:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Stock Exchange KOSPI Index MF2-GARCH
paramt-stat
m36
α0.032312.13
β0.8216172.14
γ0.139430.24
λ10.00264.91
λ20.02668.48
λ30.9722288.30
Estimation Period:
Jan 2, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts