V-Lab
Korea Stock Exchange KOSPI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:15.90% (-0.21%)
Analysis last updated: Friday, July 26, 2024 at 07:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0858 | 6.17 | |
| 0.0927 | 10.74 | |
| 0.8661 | 72.04 | |
| -0.0089 | -0.27 | |
| 0.0906 | 1.92 | |
| -0.2140 | -6.82 | |
| 0.2246 | 7.61 | |
| -0.1543 | -5.10 | |
| 0.1065 | 3.44 | |
| -0.0409 | -1.44 | |
| -0.0150 | -0.77 |
Estimation Period:
Jan 2, 1990 to Jul 26, 2024
Jan 2, 1990 to Jul 26, 2024
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