V-Lab
Korea Stock Exchange KOSPI Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 15th, 2025:17.33% (-0.69%)
Analysis last updated: Tuesday, January 14, 2025 at 07:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1028 | 6.31 | |
| 0.0975 | 9.48 | |
| 0.8596 | 62.25 | |
| -0.0075 | -0.24 | |
| 0.0864 | 1.91 | |
| -0.2089 | -6.93 | |
| 0.2243 | 7.94 | |
| -0.1607 | -5.66 | |
| 0.1185 | 3.90 | |
| -0.0562 | -1.79 | |
| 0.0082 | 0.18 |
Estimation Period:
Jan 2, 1990 to Jan 10, 2025
Jan 2, 1990 to Jan 10, 2025
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