V-Lab
Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 7th, 2025:22.28% (-1.34%)
Analysis last updated: Thursday, March 6, 2025 at 07:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0345 | 13.38 | |
| 0.8334 | 208.71 | |
| 0.1312 | 30.39 | |
| 0.0034 | 5.65 | |
| 0.0349 | 9.10 | |
| 0.9635 | 234.54 |
Estimation Period:
Jan 2, 1990 to Feb 28, 2025
Jan 2, 1990 to Feb 28, 2025
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