V-Lab
Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:17.93% (-0.74%)
Analysis last updated: Friday, November 22, 2024 at 07:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0351 | 13.62 | |
| 0.8342 | 210.18 | |
| 0.1304 | 30.22 | |
| 0.0033 | 5.75 | |
| 0.0345 | 9.17 | |
| 0.9639 | 239.61 |
Estimation Period:
Jan 2, 1990 to Nov 22, 2024
Jan 2, 1990 to Nov 22, 2024
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