V-Lab
V-Lab
Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:17.62% (+0.18%)
Analysis last updated: Friday, June 27, 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
α0.032712.28
β0.8215173.41
γ0.140630.38
λ10.00264.99
λ20.02668.53
λ30.9722290.29
Estimation Period:
Jan 2, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts