V-Lab
Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:11.94% (+0.23%)
Analysis last updated: Friday, June 2, 2023 at 06:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0353 | 13.49 | |
| 0.8388 | 220.55 | |
| 0.1243 | 29.75 | |
| 0.0034 | 5.68 | |
| 0.0376 | 9.08 | |
| 0.9607 | 217.55 |
Estimation Period:
Jan 2, 1990 to Jun 2, 2023
Jan 2, 1990 to Jun 2, 2023
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