Skip to main content
V-Lab
V-Lab
Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 19th, 2025:38.03% (+5.15%)
Analysis last updated: Tuesday, November 18, 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
α0.034212.96
β0.8216173.40
γ0.137830.07
λ10.00264.95
λ20.02718.55
λ30.9717285.81
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts