V-Lab
Korea Stock Exchange KOSPI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:21.68% (-0.20%)
Analysis last updated: Friday, December 20, 2024 at 07:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1292 | 6.42 | |
| 0.0979 | 9.41 | |
| 0.8594 | 61.63 | |
| -0.0008 | -0.03 | |
| 0.0758 | 1.67 | |
| -0.2017 | -6.59 | |
| 0.2178 | 7.60 | |
| -0.1543 | -5.38 | |
| 0.1111 | 3.71 | |
| -0.0453 | -1.60 | |
| -0.0151 | -0.77 |
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Jan 2, 1990 to Dec 20, 2024
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