V-Lab
V-Lab
Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:17.40% (+0.31%)
Analysis last updated: Friday, May 30, 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
α0.032512.14
β0.8219174.76
γ0.141330.57
λ10.00265.04
λ20.02628.58
λ30.9726296.33
Estimation Period:
Jan 2, 1990 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts