V-Lab
Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 6th, 2022:22.81% (-1.63%)
Analysis last updated: Wednesday, October 5, 2022, 06:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0356 | 13.39 | |
| 0.8373 | 217.02 | |
| 0.1263 | 29.79 | |
| 0.0033 | 5.65 | |
| 0.0368 | 9.05 | |
| 0.9616 | 222.29 |
Estimation Period:
Jan 2, 1990 to Sep 30, 2022
Jan 2, 1990 to Sep 30, 2022
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