V-Lab
Korea Stock Exchange KOSPI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:20.15% (+0.66%)
Analysis last updated: Friday, April 19, 2024 at 07:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1030 | 6.30 | |
| 0.0927 | 10.69 | |
| 0.8660 | 71.55 | |
| -0.0089 | -0.27 | |
| 0.0940 | 1.98 | |
| -0.2202 | -6.93 | |
| 0.2277 | 7.54 | |
| -0.1524 | -4.86 | |
| 0.0996 | 3.14 | |
| -0.0297 | -1.03 | |
| -0.0242 | -1.23 |
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Jan 2, 1990 to Apr 19, 2024
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