V-Lab
Korea Stock Exchange KOSPI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 7th, 2025:20.03% (-0.78%)
Analysis last updated: Thursday, March 6, 2025 at 07:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1167 | 6.38 | |
| 0.0971 | 9.40 | |
| 0.8600 | 61.87 | |
| -0.0020 | -0.07 | |
| 0.0759 | 1.68 | |
| -0.1986 | -6.55 | |
| 0.2145 | 7.58 | |
| -0.1521 | -5.43 | |
| 0.1108 | 3.78 | |
| -0.0464 | -1.66 | |
| -0.0146 | -0.73 |
Estimation Period:
Jan 2, 1990 to Feb 28, 2025
Jan 2, 1990 to Feb 28, 2025
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