V-Lab
V-Lab
Korea Stock Exchange KOSPI 200 Index MEM Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:15.27% (-1.09%)

Analysis last updated: Friday, May 3, 2024 at 06:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Stock Exchange KOSPI 200 Index MEM
paramt-stat
ω0.02866.61
α0.212155.48
β0.7796265.17
Estimation Period:
Jan 2, 1996 to Feb 29, 2024
Impact of return on volatility tomorrow
Volatility Forecasts