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V-Lab
V-Lab
Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:19.18% (-0.92%)
Analysis last updated: Friday, October 17, 2025 at 07:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Stock Exchange KOSPI Index MF2-GARCH
paramt-stat
m36
α0.032512.25
β0.8216172.79
γ0.139330.29
λ10.00264.89
λ20.02668.52
λ30.9722290.05
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts