V-Lab
V-Lab
Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 5th, 2023:21.86% (+5.95%)

Analysis last updated: Wednesday, October 4, 2023 at 06:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Stock Exchange KOSPI Index MF2-GARCH
paramt-stat
m56
α0.035113.51
β0.8399221.73
γ0.123029.68
λ10.00335.67
λ20.03729.06
λ30.9612219.79
Estimation Period:
Jan 2, 1990 to Sep 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts