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V-Lab
Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:25.84% (-1.38%)
Analysis last updated: Wednesday, November 12, 2025 at 07:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Stock Exchange KOSPI Index MF2-GARCH
paramt-stat
m36
α0.034212.94
β0.8214172.92
γ0.137730.07
λ10.00264.94
λ20.02698.56
λ30.9720288.24
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts