V-Lab
V-Lab
Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 7th, 2025:17.62% (-0.62%)
Analysis last updated: Friday, May 2, 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
m26
α0.030711.41
β0.8182163.77
γ0.143230.15
λ10.00234.81
λ20.02359.00
λ30.9754347.37
Estimation Period:
Jan 2, 1990 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts