V-Lab
KOSPI 200 Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:65.42% (-3.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1732 | 8.74 | |
| 0.1317 | 23.64 | |
| 0.7548 | 120.26 | |
| -3.1905 | -14.30 |
Estimation Period:
Jan 1, 2003 to Jun 5, 2025
Jan 1, 2003 to Jun 5, 2025
News Impact Curve
Volatility Forecasts
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