V-Lab
Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:20.42% (-0.30%)
Analysis last updated: Thursday, April 18, 2024 at 07:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0346 | 13.72 | |
| 0.8424 | 226.08 | |
| 0.1219 | 30.13 | |
| 0.0033 | 5.86 | |
| 0.0356 | 9.05 | |
| 0.9627 | 229.00 |
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Jan 2, 1990 to Apr 12, 2024
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