V-Lab
V-Lab
KRX 100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:17.49% (-0.43%)

Analysis last updated: Saturday, May 18, 2024 at 02:34 AM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of KRX 100 Index MF2-GARCH
paramt-stat
m21
α0.00000.00
β0.8542169.21
γ0.137633.25
λ10.00654.14
λ20.03235.96
λ30.9627156.95
Estimation Period:
Jan 2, 2001 to Feb 29, 2024
Impact of return on volatility tomorrow
Volatility Forecasts