V-Lab
Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:23.10% (+0.20%)
Analysis last updated: Friday, December 20, 2024 at 07:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0350 | 13.57 | |
| 0.8342 | 210.44 | |
| 0.1307 | 30.30 | |
| 0.0033 | 5.74 | |
| 0.0345 | 9.17 | |
| 0.9639 | 239.36 |
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Jan 2, 1990 to Dec 20, 2024
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