V-Lab
Korea Stock Exchange KOSPI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:17.88% (-0.39%)
Analysis last updated: Friday, November 22, 2024 at 07:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1186 | 6.40 | |
| 0.0972 | 9.30 | |
| 0.8594 | 61.03 | |
| -0.0008 | -0.02 | |
| 0.0762 | 1.67 | |
| -0.2025 | -6.65 | |
| 0.2178 | 7.64 | |
| -0.1528 | -5.33 | |
| 0.1087 | 3.64 | |
| -0.0431 | -1.53 | |
| -0.0161 | -0.81 |
Estimation Period:
Jan 2, 1990 to Nov 22, 2024
Jan 2, 1990 to Nov 22, 2024
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