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V-Lab
V-Lab
Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 10th, 2025:22.70% (-0.97%)
Analysis last updated: Tuesday, December 9, 2025 at 07:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Stock Exchange KOSPI Index MF2-GARCH
paramt-stat
m36
α0.034312.99
β0.8213173.52
γ0.137730.10
λ10.00264.95
λ20.02708.58
λ30.9718287.53
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts