V-Lab
Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 6th, 2023:15.94% (-0.62%)
Analysis last updated: Friday, February 3, 2023, 06:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0351 | 13.34 | |
| 0.8379 | 218.15 | |
| 0.1250 | 29.70 | |
| 0.0035 | 5.67 | |
| 0.0378 | 9.01 | |
| 0.9606 | 214.99 |
Estimation Period:
Jan 2, 1990 to Feb 3, 2023
Jan 2, 1990 to Feb 3, 2023
News Impact Curve
Volatility Forecasts
Other Korea Stock Exchange KOSPI Index Analyses