V-Lab
Korea Stock Exchange KOSPI Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:15.99% (-0.77%)
Analysis last updated: Friday, November 25, 2022, 06:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0197 | 5.94 | |
| 0.0934 | 10.43 | |
| 0.8635 | 67.24 | |
| -0.0405 | -1.15 | |
| 0.1536 | 3.03 | |
| -0.2654 | -7.92 | |
| 0.2396 | 7.17 | |
| -0.1252 | -3.44 | |
| 0.0413 | 1.20 | |
| 0.0458 | 1.29 | |
| -0.0968 | -1.65 |
Estimation Period:
Jan 2, 1990 to Nov 25, 2022
Jan 2, 1990 to Nov 25, 2022
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